Mathematics of financial obligations
Auteur :
American Mathematical Society
Éditeur :
American Mathematical Society
ISBN :
9780821829455
Date de publication :
30 août 2002
Poids :
595 g
Langue :
Anglais
Pays d'origine :
USA
Gives a comprehensive methodology for financial pricing and modelling. This work includes topics such as incomplete markets, markets with constraints, imperfect forms of hedging, and the convergence of calculations in finance and insurance. It is suitable for specialists in finance and actuarial mathematics.