Lectures on the Mathematics of Finance

By Ioannis Karatzas

In this text, the author discusses the main aspects of mathematical finance. These include: arbitrage; hedging and pricing of contingent claims; portfolio optimization; incomplete and/or constrained... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0821809091
• ISBN13: 9780821809099
• Release Date: November 1996
• Publisher: American Mathematical Society(RI)
• Length: 148 Pages
• Weight: 0.66 lbs.
• Dimensions: 0.4" x 6.9" x 9.9"