Options Pricing and Portfolio Optimization. Modern Methods of Financial Mathematics, Hardback

Understanding and working with the models of financial markets requires a sound knowledge of the mathematical tools and ideas from which they are built. Covering the topic of financial modelling and optimization, this book helps readers obtain a self-contained introduction to the underlying mathematics. It is suitable as a graduate textbook.

• Publisher: American Mathematical Society
• Illustration(s): Illustrations
• Collection: Graduate Studies in Mathematics
• Publication date: 2001
• Dimensions: 259 x 183 x 19
• Cover type: Hardback