Idioma:

Introduction to mathematical finance American Mathematical Society short course, January 6-7, 1997, San Diego, California

David C Heath; Glen Swindle; American Mathematical Society

Localização: IME - Inst. Matemática e Estatística (QA388.C S559i )(Acessar)

Título:
Introduction to mathematical finance American Mathematical Society short course, January 6-7, 1997, San Diego, California
Autor: David C Heath; Glen Swindle; American Mathematical Society
Assuntos: Investments -- Mathematical models; Portfolio management; ECONOMIA MATEMÁTICA
Notas: Includes bibliographical references and index
Descrição: Quantitative methods for portfolio management / Steven E. Shreve -- An introduction to option pricing and the mathematical theory of risk / Marco Avellaneda -- Non-arbitrage and the fundamental theorem of asset pricing : summar y of main results /Freddy Delbaen and Walter Schachermayer -- Introduction to models for the evolution of the term structure of interest rates / David Heath -- Transition densities for interest rate and other nonlinear diffusio ns / Yacine Aït-Sahalia --Transaction costs in portfolio management and derivative pricing / Thaleia Zariphopoulou
Títulos relacionados: Série:Proceedings of symposia in applied mathematics AMS short course lecture notes; Proceedings of symposia in applied mathematics v. 57
Editor: Providence, R.I. American Mathematical Society
Data de criação/publicação: c1999
Formato: ix, 167 p. ill. 27 cm.
Idioma: Inglês

Links

Voltar para lista de resultados

Anterior Resultado 3 Avançar Ir para próxima página