Description

Book Synopsis
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.

Table of Contents
Quantitative methods for portfolio management by S. E. Shreve An introduction to option pricing and the mathematical theory of risk by M. Avellaneda Non-arbitrage and the fundamental theorem of asset pricing: Summary of main results by F. Delbaen and W. Schachermayer Introduction to models for the evolution of the term structure of interest rates by D. Heath Transition densities for interest rate and other nonlinear diffusions by Y. Ait-Sahalia Transaction costs in portfolio management and derivative pricing by T. Zariphopoulou Index.

Introduction to Mathematical Finance

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    A Hardback by David C. Heath, Glen Swindle

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      Publisher: MP-AMM American Mathematical
      Publication Date: Publication Date: 1/30/2000 12:00:00 AM
      ISBN13: 9780821807514, 978-0821807514
      ISBN10: 082180751X

      Description

      Book Synopsis
      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.

      Table of Contents
      Quantitative methods for portfolio management by S. E. Shreve An introduction to option pricing and the mathematical theory of risk by M. Avellaneda Non-arbitrage and the fundamental theorem of asset pricing: Summary of main results by F. Delbaen and W. Schachermayer Introduction to models for the evolution of the term structure of interest rates by D. Heath Transition densities for interest rate and other nonlinear diffusions by Y. Ait-Sahalia Transaction costs in portfolio management and derivative pricing by T. Zariphopoulou Index.

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