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Lectures on the Mathematics of Finance
About this Title
Ioannis Karatzas, Columbia University, New York, NY
Publication: CRM Monograph Series
Publication Year:
1997; Volume 8
ISBNs: 978-0-8218-0909-9 (print); 978-1-4704-3854-8 (online)
DOI: https://doi.org/10.1090/crmm/008
MathSciNet review: MR1421066
MSC: Primary 90-02; Secondary 60-02, 60G99, 60H99, 90A09
Table of Contents
Front/Back Matter
Chapters
- Chapter 0. The model
Part 1. Complete Markets
- Chapter 1. Pricing
- Chapter 2. Optimization
- Chapter 3. Equilibrium
Part 2. Incomplete Markets
- Chapter 4. Hedging
- Chapter 5. Optimization
- Chapter 6. Pricing
- Chapter 7. Transaction costs