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- catalog alternative "Philosophical transactions of the Royal Society of London.".
- catalog contributor b7934428.
- catalog contributor b7934429.
- catalog contributor b7934430.
- catalog contributor b7934431.
- catalog contributor b7934432.
- catalog created "1995.".
- catalog date "1995".
- catalog date "1995.".
- catalog dateCopyrighted "1995.".
- catalog description "Includes bibliographical references and index.".
- catalog description "Preface / F.P. Kelly -- 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. Brown and S.M. Schaefer.".
- catalog extent "vii, 152 p. :".
- catalog identifier "0412630702 :".
- catalog issued "1995".
- catalog issued "1995.".
- catalog language "eng".
- catalog publisher "London : Chapman & Hall for The Royal Society,".
- catalog subject "332.0151 20".
- catalog subject "Finance Mathematical models.".
- catalog subject "HG106 .M38 1995".
- catalog tableOfContents "Preface / F.P. Kelly -- 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. Brown and S.M. Schaefer.".
- catalog title "Mathematical models in finance / edited by S.D. Howison, F.P. Kelly and P. Wilmott.".
- catalog type "text".