Mathematics of Finance: 2003 Ams-Ims-Siam Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah (Contemporary Mathematics) - Softcover

American Mathematical Society

 
9780821834121: Mathematics of Finance: 2003 Ams-Ims-Siam Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah (Contemporary Mathematics)
Softcover
ISBN 10: 0821834126 ISBN 13: 9780821834121
Verlag: American Mathematical Society, 2004

Inhaltsangabe

The mathematics of finance involves a wide spectrum of techniques that go beyond traditional applied mathematics. The field has witnessed a tremendous amount of progress in recent years, which has inspired communication and networking among researchers in finance, economics, engineering, and industry. This volume contains papers based on talks given at the first AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance held at Snowbird (UT). Topics covered here include modeling, estimation, optimization, control, risk assessment and management, contingent claim pricing, dynamic hedging, and financial derivative design. The book is suitable for graduate students and research mathematicians interested in mathematical finance.

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Reseña del editor

The mathematics of finance involves a wide spectrum of techniques that go beyond traditional applied mathematics. The field has witnessed a tremendous amount of progress in recent years, which has inspired communication and networking among researchers in finance, economics, engineering, and industry. This volume contains papers based on talks given at the first AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance held at Snowbird (UT). Topics covered here include modeling, estimation, optimization, control, risk assessment and management, contingent claim pricing, dynamic hedging, and financial derivative design. The book is suitable for graduate students and research mathematicians interested in mathematical finance.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
American Mathematical Society
Erscheinungsdatum
2004
Sprache
Englisch
ISBN 10 
0821834126
ISBN 13 
9780821834121
Einband
Tapa blanda
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