Mathematics of Finance: 2003 Ams-Ims-Siam Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah
AMS-IMS-SIAM JOINT SUMMER RESEARCH CONFE, George Yin, Qing Zhang (ed.)
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
ปี:
2004
สำนักพิมพ์:
Amer Mathematical Society
ภาษา:
english
จำนวนหน้า:
414
ISBN 10:
2820005586
ISBN 13:
9785019992713
ซีรีส์:
Contemporary Mathematics 351
ไฟล์:
DJVU, 3.44 MB
IPFS:
,
english, 2004