Add to ORKGWe give a brief survey of some fundamental concepts, methods and results in the mathematics of finance. The survey covers the 3 topics Chapter 1: Markets and arbitrages. The one-period model. The multi-period model. The continuous time model. Chapter 2: Contingent claims and completeness. Hedging. Complete markets. Chapter 3: Pricing of contingent claims. The Black and Scholes formula
Toward the late 1990s, several research groups independently began developing new, related theories ...
Toward the late 1990s, several research groups independently began developing new, related theories ...
Description Contents Resources Courses About the Authors This 2001 handbook surveys t...
We give a brief survey of some fundamental concepts, methods and results in the mathematics of finan...
The objective of this book is to give a self-contained presentation to the theory underlying the val...
This book explains key financial concepts, mathematical tools and theories of mathematical finance. ...
The Mathematics of Finance has become a hot topic in applied mathematics ever since the discovery of...
Finance is one of the fastest growing areas in mathematics. In some senses it is not a discipline in...
This book gives a systematic introduction to the basic theory of financial mathematics, with an emph...
Starting with an introduction to finance and primary markets, this talk will explore the basics of ...
This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial der...
The aim of these lectures is to give an introduction to the mathematical foundations of finance, rat...
In this paper we illustrate the interplay between Mathematics and Finance, pointing out the relevanc...
AbstractWe present an introduction to mathematical Finance Theory for mathematicians. The approach i...
The book collects over 120 exercises on different subjects of Mathematical Finance, including Option...
Toward the late 1990s, several research groups independently began developing new, related theories ...
Toward the late 1990s, several research groups independently began developing new, related theories ...
Description Contents Resources Courses About the Authors This 2001 handbook surveys t...
We give a brief survey of some fundamental concepts, methods and results in the mathematics of finan...
The objective of this book is to give a self-contained presentation to the theory underlying the val...
This book explains key financial concepts, mathematical tools and theories of mathematical finance. ...
The Mathematics of Finance has become a hot topic in applied mathematics ever since the discovery of...
Finance is one of the fastest growing areas in mathematics. In some senses it is not a discipline in...
This book gives a systematic introduction to the basic theory of financial mathematics, with an emph...
Starting with an introduction to finance and primary markets, this talk will explore the basics of ...
This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial der...
The aim of these lectures is to give an introduction to the mathematical foundations of finance, rat...
In this paper we illustrate the interplay between Mathematics and Finance, pointing out the relevanc...
AbstractWe present an introduction to mathematical Finance Theory for mathematicians. The approach i...
The book collects over 120 exercises on different subjects of Mathematical Finance, including Option...
Toward the late 1990s, several research groups independently began developing new, related theories ...
Toward the late 1990s, several research groups independently began developing new, related theories ...
Description Contents Resources Courses About the Authors This 2001 handbook surveys t...