Introduction to Mathematical Finance (Hardcover)

The foundation for the subject of mathematical finance was laid nearly 100 years ago by Bachelier in his fundamental work, ""Theorie de la speculation"". In this work, he provided the first treatment of Brownian motion. Since then, the research of Markowitz, and then of Black, Merton, Scholes, and Samuelson brought remarkable and important strides in the field. A few years later, Harrison and Kreps demonstrated the fundamental role of martingales and stochastic analysis in constructing and understanding models for financial markets. The connection opened the door for a flood of mathematical developments and growth. Concurrently with these mathematical advances, markets have grown, and developments in both academia and industry continue to expand.This lively activity inspired an AMS Short Course at the Joint Mathematics Meetings in San Diego (CA). The present volume includes the written results of that course. Articles are featured by an impressive list of recognized researchers and practitioners. Their contributions present deep results, pose challenging questions, and suggest directions for future research. This collection offers compelling introductory articles on this new, exciting, and rapidly growing field.

General

Imprint:	American Mathematical Society
Country of origin:	United States
Series:	Proceedings of Symposia in Applied Mathematics
Release date:	2000
Editors:	David C. Heath • Glen Swindle
Dimensions:	260 x 184 x 16mm (L x W x T)
Format:	Hardcover
Pages:	172
ISBN-13:	978-0-8218-0751-4
Categories:	Books > Business & Economics > Economics > Economic theory & philosophy Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Money & Finance > General
LSN:	0-8218-0751-X
Barcode:	9780821807514

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