AbstractWe present an introduction to mathematical Finance Theory for mathematicians. The approach is to start with an abstract setting and then introduce hypotheses as needed to develop the theory. We present the basics of European call and put options, and we show the connection between American put options and backwards stochastic differential equations
This is a lively textbook providing a solid introduction to financial option valuation for undergrad...
The financial world is a world of random things and unpredictable events. Along with the innovative ...
This is the fourth volume of the Paris-Princeton Lectures in Mathematical Finance. The goal of this ...
AbstractWe present an introduction to mathematical Finance Theory for mathematicians. The approach i...
In this paper we illustrate the interplay between Mathematics and Finance, pointing out the relevanc...
The Mathematics of Finance has become a hot topic in applied mathematics ever since the discovery of...
Stochastic Calculus has been applied to the problem of pricing financial derivatives since 1973 when...
Abstract After an overview of important developments of option pricing theory, this article describe...
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional...
Finance is one of the fastest growing areas in mathematics. In some senses it is not a discipline in...
The goal of this thesis in finance is to combine the use of advanced mathematical methods with a ret...
This book gives a systematic introduction to the basic theory of financial mathematics, with an emph...
This thesis starts by discussing the foundations of mathematical finance and some theoretical result...
In this paper I will try to describe how the theory of stochastic processes and especially of stocha...
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely appl...
This is a lively textbook providing a solid introduction to financial option valuation for undergrad...
The financial world is a world of random things and unpredictable events. Along with the innovative ...
This is the fourth volume of the Paris-Princeton Lectures in Mathematical Finance. The goal of this ...
AbstractWe present an introduction to mathematical Finance Theory for mathematicians. The approach i...
In this paper we illustrate the interplay between Mathematics and Finance, pointing out the relevanc...
The Mathematics of Finance has become a hot topic in applied mathematics ever since the discovery of...
Stochastic Calculus has been applied to the problem of pricing financial derivatives since 1973 when...
Abstract After an overview of important developments of option pricing theory, this article describe...
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional...
Finance is one of the fastest growing areas in mathematics. In some senses it is not a discipline in...
The goal of this thesis in finance is to combine the use of advanced mathematical methods with a ret...
This book gives a systematic introduction to the basic theory of financial mathematics, with an emph...
This thesis starts by discussing the foundations of mathematical finance and some theoretical result...
In this paper I will try to describe how the theory of stochastic processes and especially of stocha...
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely appl...
This is a lively textbook providing a solid introduction to financial option valuation for undergrad...
The financial world is a world of random things and unpredictable events. Along with the innovative ...
This is the fourth volume of the Paris-Princeton Lectures in Mathematical Finance. The goal of this ...
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