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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 Hard cover - 2001 - 1st Edition

by E. Jouini

  • New
  • Hardcover

Description

Hard Cover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; This 2001 handbook surveys the state of our understanding in the field of mathematical finance, as seen by leading researchers in the field. Each article surveys the area in question, discusses new results and points out open problems.
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Details

  • Title Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management
  • Author E. Jouini
  • Binding Hard Cover
  • Edition number 1st
  • Edition 1
  • Condition New
  • Pages 686
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press, Cambridge UK
  • Date 2001-07-30
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index
  • Bookseller's Inventory # ria9780521792370_pod
  • 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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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.