An elementary introduction to mathematical finance. (Q3078372)
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scientific article; zbMATH DE number 5853343
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An elementary introduction to mathematical finance. |
scientific article; zbMATH DE number 5853343 |
Statements
An Elementary Introduction to Mathematical Finance (English)
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18 February 2011
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Brownian motion
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geometric Brownian motion
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rate of return
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arbitrage theorem
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Black-Scholes formula
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exotic option
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portfolio selection
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capital asset pricing model
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stochastic order
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optimization model
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stochastic dynamic programming
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0.8741334676742554
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0.8702901005744934
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0.8520443439483643
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0.8450278043746948
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