Mathematical Finance
Published on 3. December 2010
Book
Paperback/Softback
XV, 133 pages
978-1-4419-2845-0 (ISBN)
Description
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.
More details
Series
Edition
Softcover reprint of the original 1st ed. 1995
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Research
Illustrations
XV, 133 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 9 mm
Weight
242 gr
ISBN-13
978-1-4419-2845-0 (9781441928450)
DOI
10.1007/978-1-4757-2435-6
Schweitzer Classification
Other editions
Additional editions
Mark H.A. Davis | Darrell Duffie | Wendell H. Fleming
Mathematical Finance
Book
04/1995
Springer
€160.49
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Persons
Content
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.