Author

Publication

2005 - American Mathematical Society, Providence, RI, Rhode Island

Language

English

Word Count

73,500 words, Guess

Page Count

294 pages

Identifiers

Classifications

  • DDC332/.01/519
  • LCCHF5691 .D57 2005

Description

"The book aims to provide the reader with a mathematical foundation for an in-depth study of financial mathematics. The author has chosen to explain the techniques necessary to understand the Black-Scholes formula, currently one of the most successful and best-known applications of mathematics to finance, as his ultimate goal, thus providing an excellent focus for the reader's motivation."--Jacket.

Subjects

Series Statement

  • Graduate studies in mathematics ;

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