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Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk
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Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management Hardcover - 2001 - 1st Edition

by E. Jouini (Editor); J. Cvitanic (Editor); Marek Musiela (Editor)


First line

We shall consider models where an investor, acting on a financial market with random price movements and having T as his time horizon, transforms the initial endowment into a certain resulting wealth; let RT denote the set of all final wealth corresponding to possible investment strategies.

Details

  • Title Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management
  • Author E. Jouini (Editor); J. Cvitanic (Editor); Marek Musiela (Editor)
  • Binding Hardcover
  • Edition number 1st
  • Edition 1
  • Pages 686
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press, Cambridge UK
  • Date 2001-07-30
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index
  • ISBN 9780521792370 / 0521792371
  • Weight 3.44 lbs (1.56 kg)
  • Dimensions 9.84 x 7.28 x 1.44 in (24.99 x 18.49 x 3.66 cm)
  • Library of Congress subjects Risk management, Derivative securities - Prices -
  • Library of Congress Catalog Number 00052911
  • Dewey Decimal Code 332.015
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Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management
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Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management

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Option Pricing Interest Rates And Risk Management Handbooks In Mathematical Finance (Hb 2001)
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OPTION PRICING INTEREST RATES AND RISK MANAGEMENT HANDBOOKS IN MATHEMATICAL FINANCE (HB 2001)
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Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management
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OPTION PRICING INTEREST RATES AND RISK MANAGEMENT HANDBOOKS IN MATHEMATICAL FINANCE (HB 2001)
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OPTION PRICING INTEREST RATES AND RISK MANAGEMENT HANDBOOKS IN MATHEMATICAL FINANCE (HB 2001)

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