Mathematical models in finance

1. Auflage 1995
ISBN: 978-0-412-63070-5
Verlag: Springer Netherlands

Buch, Englisch, 160 Seiten, Format (B × H): 151 mm x 279 mm, Gewicht: 340 g

Mathematical Models in Finance compiles papers presented at the Royal Society of London discussion meeting. Topics range from the foundations of classical theory to sophisticated, up-to-date mathematical modeling and analysis. In the wake of the increased level of mathematical awareness in the financial research community, attention has focused on fundamental issues of market modelling that are not adequately allowed for in the standard analyses. Examples include market anomalies and nonlinear coupling effects, and demand new synthesis of mathematical and numerical techniques. This line of inquiry is further stimulated by ever tightening profits due to increased competition. Several papers in this volume offer pointers to future developments in this area.

Zielgruppe

Research

Autoren/Hrsg.

Howison, S. D.

Kelly, F.P.

Wilmott, P.

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
• Technische Wissenschaften Technik Allgemein Mathematik für Ingenieure

Inhaltsverzeichnis

Influence of Mathematical Models in Finance on Practice: Past, Present and FutureApplied Mathematics and FinanceStock Price Fluctuations as a Diffusion in Random EnvironmentA Note on Super-Replicating StrategiesWorldwide Security Market AnomaliesMaking Money from Mathematical ModelsPath-Dependent Options and Transaction CostsStochastic Equality Volatility and the Capital Structure of the FirmThe General Mean-Variance Portfolio Section ProblemOn a Free Boundary Problem That Arises in Portfolio ManagementInterest Rate Volatility and the Shape of the Term StructureMulti-Factor Term Structure ModelsDynamic Asset Allocation: Insights from TheoryIndex

Über Autor(innen)

Howison, S.D.; Kelly, F.P.; Wilmott, P.