Lectures on the mathematics of finance

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Lectures on the mathematics of finance / Ioannis Karatzas

資料種別:: 図書
出版情報:: Providence, RI : American Mathematical Society, c1997
形態:: xii, 148 p. ; 26 cm
シリーズ名:: CRM monograph series ; v. 8 <BA19947059>
著者名:: Karatzas, Ioannis <DA01923501>
ISBN:: 9780821806371 [0821806378]
9780821809099 [0821809091] (: pbk)
書誌ID:: BA29165094

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注記:

Pbk. ed.: Reprinted with corrections 1997, added in reprint (p. 149)
Bibliography: p. 141-148

主題:

Business mathematics

言語:

英語

目次情報:

The model

Complete markets: Pricing Optimization Equilibrium / Part 1：

Incomplete markets: Hedging Optimization Pricing Transaction costs / Part 2：

Historical Notes / Appendix A：

Bibliography

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