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Introduction to Mathematical Finance
About this Title
David C. Heath, Cornell University, Ithaca, NY and Glen Swindle, Avista Energy, Houston, TX, Editors
Publication: Proceedings of Symposia in Applied Mathematics
Publication Year:
1999; Volume 57
ISBNs: 978-0-8218-0751-4 (print); 978-0-8218-9272-5 (online)
DOI: https://doi.org/10.1090/psapm/057
Table of Contents
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Front/Back Matter
Articles
- Steven E. Shreve – Quantitative methods for portfolio management [MR 1737720]
- Marco Avellaneda – An introduction to option pricing and the mathematical theory of risk [MR 1737721]
- Freddy Delbaen and Walter Schachermayer – Non-arbitrage and the fundamental theorem of asset pricing: summary of main results [MR 1737722]
- David Heath – Introduction to models for the evolution of the term structure of interest rates [MR 1737723]
- Yacine Aït-Sahalia – Transition densities for interest rate and other nonlinear diffusions
- Thaleia Zariphopoulou – Transaction costs in portfolio management and derivative pricing [MR 1737725]