Related Books
Language: en
Pages: 185
Pages: 185
Type: BOOK - Published: 2003-12-10 - Publisher: Springer
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
Language: en
Pages: 163
Pages: 163
Type: BOOK - Published: 1997 - Publisher: American Mathematical Soc.
In this text, the author discusses the main aspects of mathematical finance. These include, arbitrage, hedging and pricing of contingent claims, portfolio optim
Language: en
Pages: 328
Pages: 328
Type: BOOK - Published: 1997-03-20 - Publisher: Springer Science & Business Media
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
Language: en
Pages: 155
Pages: 155
Type: BOOK - Published: 2019-08-31 - Publisher: Springer Nature
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
Language: en
Pages: 263
Pages: 263
Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications
Type: BOOK - Published: 2016-02-18 - Publisher: SIAM
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