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Options Pricing and Portfolio Optimization
Korn Korn
€ 101.37
€ 91.30
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Description for Options Pricing and Portfolio Optimization
Hardcover. Understanding and working with the models of financial markets requires a sound knowledge of the mathematical tools and ideas from which they are built. Covering the topic of financial modelling and optimization, this book helps readers obtain a self-contained introduction to the underlying mathematics. It is suitable as a graduate textbook. Series: Graduate Studies in Mathematics. Num Pages: 272 pages, Illustrations. BIC Classification: KCH; KFFM; PBK; PBW; PH. Category: (P) Professional & Vocational. Dimension: 259 x 183 x 19. Weight in Grams: 648.
Understanding and working with the current models of financial markets requires a sound knowledge of the mathematical tools and ideas from which they are built. Banks and financial houses all over the world recognize this and are avidly recruiting mathematicians, physicists, and other scientists with these skills. The mathematics involved in modern finance springs from the heart of probability and analysis: the Ito calculus, stochastic control, differential equations, martingales, and so on. The authors give rigorous treatments of these topics, while always keeping the applications in mind. Thus, the way in which the mathematics is developed is governed by the ... Read more
Understanding and working with the current models of financial markets requires a sound knowledge of the mathematical tools and ideas from which they are built. Banks and financial houses all over the world recognize this and are avidly recruiting mathematicians, physicists, and other scientists with these skills. The mathematics involved in modern finance springs from the heart of probability and analysis: the Ito calculus, stochastic control, differential equations, martingales, and so on. The authors give rigorous treatments of these topics, while always keeping the applications in mind. Thus, the way in which the mathematics is developed is governed by the ... Read more
Product Details
Format
Hardback
Publication date
2001
Publisher
American Mathematical Society United States
Number of pages
272
Condition
New
Place of Publication
Providence, United States
ISBN
9780821821237
SKU
V9780821821237
Shipping Time
Usually ships in 5 to 9 working days
Ref
99-3
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