Lectures on the Mathematics of Finance
From MaRDI portal
Publication:4331793
DOI10.1090/crmm/008zbMath0878.90010MaRDI QIDQ4331793
Publication date: 6 February 1997
Full work available at URL: https://doi.org/10.1090/crmm/008
options; portfolio; hedging; mathematical finance; CAPM; short-sales; stochastic differential calculus; continuous-time asset pricing; optimum portfolio section
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91B24: Microeconomic theory (price theory and economic markets)
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
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