Lectures on the Mathematics of Finance is popular PDF and ePub book, written by Ioannis Karatzas in 1997, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Lectures on the Mathematics of Finance can be Read Online from any device for your convenience.
Lectures on the Mathematics of Finance Book PDF Summary
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. This tutorial survey of the rapidly expanding field of mathematical finance is addressed primarily to graduate students in mathematics. Familiarity is assumed with stochastic analysis and parabolic partial differential equations. The text makes significant use of students' mathematical skills, but always in connection with interesting applied problems.
Detail Book of Lectures on the Mathematics of Finance PDF
- Author : Ioannis Karatzas
- Release : 25 May 1997
- Publisher : American Mathematical Soc.
- ISBN : 9780821809099
- Genre : Business & Economics
- Total Page : 163 pages
- Language : English
- PDF File Size : 17,5 Mb
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