Lectures on the Mathmatics of Finance

Lectures on the Mathmatics of Finance

Editorial Reviews
Mathematical Reviews
Provides an excellent introduction to a wide range of topics in mathematical finance.

Book Description
In this text, the author discusses the main aspects of mathematical finance. These include arbitrage, hedging and pricing of contingent claims, portfolio optimization, incomplete and/or constrained markets, equilibrium, and transaction costs. The book outlines advances made possible during the last fifteen years due to the methodologies of stochastic analysis and control. Readers are presented with current research, and open problems are suggested.

Lectures on the Mathmatics of Finance

Lectures on the Mathmatics of Finance,Ioannis Karatzas,Amer Mathematical Society,0821809091,Applied,Business & Economics,Business / Economics / Finance,Business/Economics,Finance

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