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Introduction to Mathematical Finance (Proceedings of Symposia in Applied Mathematics): American Mathematical Society Short Course, January 6-7, 1997, San Diego, California
. Ed(S): Heath, David C.; Swindle, Glen
€ 144.59
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Description for Introduction to Mathematical Finance (Proceedings of Symposia in Applied Mathematics): American Mathematical Society Short Course, January 6-7, 1997, San Diego, California
hardcover. The foundation for the subject of mathematical finance was laid by Bachelier in his fundamental work, ""Theorie de la speculation"". In this work, he provided the first treatment of Brownian motion. This work contains articles contributed by a list of recognized researchers and practitioners. Editor(s): Heath, David C.; Swindle, Glen. Series: Proceedings of Symposia in Applied Mathematics. Num Pages: 172 pages, index. BIC Classification: KCA; KFF; PBW. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 260 x 184 x 16. Weight in Grams: 547.
The foundation for the subject of mathematical finance was laid nearly 100 years ago by Bachelier in his fundamental work, ""Theorie de la speculation"". In this work, he provided the first treatment of Brownian motion. Since then, the research of Markowitz, and then of Black, Merton, Scholes, and Samuelson brought remarkable and important strides in the field. A few years later, Harrison and Kreps demonstrated the fundamental role of martingales and stochastic analysis in constructing and understanding models for financial markets. The connection opened the door for a flood of mathematical developments and growth. Concurrently with these mathematical advances, markets ... Read more
The foundation for the subject of mathematical finance was laid nearly 100 years ago by Bachelier in his fundamental work, ""Theorie de la speculation"". In this work, he provided the first treatment of Brownian motion. Since then, the research of Markowitz, and then of Black, Merton, Scholes, and Samuelson brought remarkable and important strides in the field. A few years later, Harrison and Kreps demonstrated the fundamental role of martingales and stochastic analysis in constructing and understanding models for financial markets. The connection opened the door for a flood of mathematical developments and growth. Concurrently with these mathematical advances, markets ... Read more
Product Details
Format
Hardback
Publication date
2000
Publisher
American Mathematical Society United States
Number of pages
172
Condition
New
Series
Proceedings of Symposia in Applied Mathematics
Number of Pages
172
Place of Publication
Providence, United States
ISBN
9780821807514
SKU
V9780821807514
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
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