Mathematical Finance by Mark Davis

Mathematical Finance

EditorMark Davis, Darrell Duffie, Wendell H. Fleming

Hardcover | April 13, 1995

not yet rated|write a review

Pricing and Purchase Info

$159.25 online 
$180.95 list price save 11%
Earn 796 plum® points

In stock online

Ships free on orders over $25

Not available in stores

about

Recent revolutions in the world of finance have created a need for the expertise of research mathematicians in solving problems. The articles in this volume are based on recent research in methods in mathematical finance.

Details & Specs

Title:Mathematical FinanceFormat:HardcoverDimensions:148 pages, 9.21 × 6.14 × 0.27 inPublished:April 13, 1995Publisher:Springer New York

The following ISBNs are associated with this title:

ISBN - 10:0387944397

ISBN - 13:9780387944395

Look for similar items by category:

Customer Reviews of Mathematical Finance

Reviews

Extra Content

Table of Contents

Contents: Continuous trading with asymmetric information and imperfect competition.- Contingent claim valuation and hedging with constrained portfolios.- On portfolio optimization under `drawdown' constraints.- American options and transaction fees.- Optimal investment models and risk sensitive stochastic control.- The optimal stopping problem for a general American put-option.- Arbitrage and free lunch in a general financial market model; the fundamental theorem of asset pricing.- Which model for term-structure of interest rates should one use?- Liquidity premium for capital asset pricing with transaction costs.