Mathematical Finance

Häftad, Engelska, 2010

Del 65 i serien IMA Volumes in Mathematics and its Applications

1 656 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Beskrivning

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.

Produktinformation

Utgivningsdatum:2010-12-03
Mått:155 x 235 x 9 mm
Vikt:242 g
Format:Häftad
Språk:Engelska
Serie:IMA Volumes in Mathematics and its Applications
Antal sidor:133
Förlag:Springer-Verlag New York Inc.
ISBN:9781441928450

Utforska kategorier

Innehållsförteckning

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.- The optimal stopping problem for a general American put-option.- Optimal investment models and risk sensitive stochastic control.- 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.

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Beskrivning

Produktinformation

Utgivningsdatum:2010-12-03
Mått:155 x 235 x 9 mm
Vikt:242 g
Format:Häftad
Språk:Engelska
Serie:IMA Volumes in Mathematics and its Applications
Antal sidor:133
Förlag:Springer-Verlag New York Inc.
ISBN:9781441928450

Utforska kategorier

Innehållsförteckning

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.- The optimal stopping problem for a general American put-option.- Optimal investment models and risk sensitive stochastic control.- 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.