IMSc Library catalog › Details for: Introduction to mathematical finance :

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Introduction to mathematical finance : [electronic resource] American Mathematical Society short course, January 6-7, 1997, San Diego, California / David C. Heath, Glen Swindle, editors.

Contributor(s): Heath, David C | Swindle, Glen | American Mathematical SocietyMaterial type: Text

TextSeries: Proceedings of symposia in applied mathematics ; v. 57. | Proceedings of symposia in applied mathematics. AMS short course lecture notes.Publication details: Providence, R.I. : American Mathematical Society, c1999Description: 1 online resource (ix, 167 p. : ill.)ISBN: 9780821892725 (online)Subject(s): Investments -- Mathematical models | Portfolio managementAdditional physical formats: Introduction to mathematical finance :DDC classification: 332.6/01/51 LOC classification: HG4515.2 | .I57 1999Online resources: Contents | Contents

Contents:

Quantitative methods for portfolio management / Steven E. Shreve -- http://www.ams.org/psapm/057 http://dx.doi.org/10.1090/psapm/057/1737720 An introduction to option pricing and the mathematical theory of risk / Marco Avellaneda -- http://www.ams.org/psapm/057 http://dx.doi.org/10.1090/psapm/057/1737721 Non-arbitrage and the fundamental theorem of asset pricing: summary of main results / Freddy Delbaen and Walter Schachermayer -- http://www.ams.org/psapm/057 http://dx.doi.org/10.1090/psapm/057/1737722 Introduction to models for the evolution of the term structure of interest rates / David Heath -- http://www.ams.org/psapm/057 http://dx.doi.org/10.1090/psapm/057/1737723 Transition densities for interest rate and other nonlinear diffusions / Yacine A�it-Sahalia -- http://www.ams.org/psapm/057 http://dx.doi.org/10.1090/psapm/057/0300 Transaction costs in portfolio management and derivative pricing / Thaleia Zariphopoulou -- http://www.ams.org/psapm/057 http://dx.doi.org/10.1090/psapm/057/1737725

Item type:

E-BOOKS

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Current library	Home library	Call number	Materials specified	URL	Status	Date due	Barcode
IMSc Library	IMSc Library			Link to resource	Available		EBK12324

Includes bibliographical references and index.

Quantitative methods for portfolio management / Steven E. Shreve -- An introduction to option pricing and the mathematical theory of risk / Marco Avellaneda -- Non-arbitrage and the fundamental theorem of asset pricing: summary of main results / Freddy Delbaen and Walter Schachermayer -- Introduction to models for the evolution of the term structure of interest rates / David Heath -- Transition densities for interest rate and other nonlinear diffusions / Yacine A�it-Sahalia -- Transaction costs in portfolio management and derivative pricing / Thaleia Zariphopoulou --

http://www.ams.org/psapm/057

http://dx.doi.org/10.1090/psapm/057/1737720

http://www.ams.org/psapm/057

http://dx.doi.org/10.1090/psapm/057/1737721

http://www.ams.org/psapm/057

http://dx.doi.org/10.1090/psapm/057/1737722

http://www.ams.org/psapm/057

http://dx.doi.org/10.1090/psapm/057/1737723

http://www.ams.org/psapm/057

http://dx.doi.org/10.1090/psapm/057/0300

http://www.ams.org/psapm/057

http://dx.doi.org/10.1090/psapm/057/1737725