Related Books

Paris-Princeton Lectures on Mathematical Finance 2002
Language: en
Pages: 185
Authors: Peter Bank
Categories: Mathematics
Type: BOOK - Published: 2003-12-10 - Publisher: Springer

DOWNLOAD EBOOK

The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contai
Lectures on the Mathematics of Finance
Language: en
Pages: 163
Authors: Ioannis Karatzas
Categories: Business & Economics
Type: BOOK - Published: 1997 - Publisher: American Mathematical Soc.

DOWNLOAD EBOOK

In this text, the author discusses the main aspects of mathematical finance. These include, arbitrage, hedging and pricing of contingent claims, portfolio optim
Financial Mathematics
Language: en
Pages: 328
Authors: Bruno Biais
Categories: Business & Economics
Type: BOOK - Published: 1997-03-20 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state
Mathematics of Finance
Language: en
Pages: 155
Authors: Donald G. Saari
Categories: Mathematics
Type: BOOK - Published: 2019-08-31 - Publisher: Springer Nature

DOWNLOAD EBOOK

This textbook invites the reader to develop a holistic grounding in mathematical finance, where concepts and intuition play as important a role as powerful math
Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications
Language: en
Pages: 263
Authors: Rene Carmona
Categories: Mathematics
Type: BOOK - Published: 2016-02-18 - Publisher: SIAM

DOWNLOAD EBOOK

The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization p