Limit search to available items
Book Cover
Book

Title Mathematical models in finance / edited by S.D. Howison, F.P. Kelly and P. Wilmott
Published New York, NY : Published by Chapman & Hall for the Royal Society, 1995

Copies

Location Call no. Vol. Availability
 W'PONDS  332.0151 How/Mmi  AVAILABLE
Description vii, 152 pages : illustrations ; 24 cm
Series Philosophical transactions of the Royal Society of London
Philosophical transactions of the Royal Society of London
Contents 1. Influence of mathematical models in finance on practice:past, present and future / R. C. Merton -- 2. Applied mathematics and finance / S.D. Howison -- 3. Stock price fluctuation as a diffusion in a random environment / H. Follmer -- 4. A note on super-replicating strategies / M.H.A. Davis and J.M.C. Clark -- 5. Worldwide security market anomalies / W.T. Ziemba and C.R. Hensel -- 6. Making money from mathematical models / D. Harding -- 7. Path-dependent options and transaction costs / J.N. Dewynne, A.E. Whalley and P. Wilmott -- 8. Stochastic equity volatility and the capital structure of the firm / A. bensoussan, M. Crouhy and D. Galai -- 9. The general mean-variance portfolio selection problem / H.M. Markowitz --10. On a free boundary problem that arises in portfolio management / S.r. pliska and M.J.P. Selby -- 11. Interest rate volatility and the shape of the term structure / R.H. Brosn and S.M. Schaefer -- 12. Multi-factor term structure models / D. Duffie and R. Kan -- 13. Dynamic asset allocation:insights from theory / S.D. Hodges
Notes "First published in 1994 by the Royal Society in Phil. Trans. R. Soc. Land. [i.e. Lond.]"--T.p. verso
Bibliography Includes bibliographical references and index
Subject Finance -- Mathematical models.
Investments -- Mathematical models.
Author Howison, Sam.
Kelly, F. P. (Frank P.)
Wilmott, Paul.
Royal Society (Great Britain)
LC no. 94069671
ISBN 0412630702
Other Titles Philosophical transactions of the Royal Society of London
Philosophical transactions of the Royal Society of London