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|a 332.6/01/51
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|a UAMI
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|a Yin, George.
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|a Mathematics of Finance.
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|a Contemporary Mathematics
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| 246 |
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|a Contemporary Mathematics, Volume 351
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|a Mathematics of finance: proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah
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| 260 |
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|a Providence :
|b American Mathematical Society,
|c 2004.
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| 300 |
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|a 1 online resource (414 pages)
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a Contemporary Mathematics ;
|v v. 351
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|a Print version record.
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|a Contents -- Preface -- List of Speakers and Title of Talks -- Credit Barrier Models in a Discrete Framework -- Optimal Derivatives Design under Dynamic Risk Measures -- On Pricing of Forward and Futures Contracts on Zero-Coupon Bonds in the Cox-Ingersoll-Ross Model -- Pricing and Hedging of Credit Risk: Replication and Mean-Variance Approaches (I) -- Pricing and Hedging of Credit Risk: Replication and Mean-Variance Approaches (II) -- Spot Convenience Yield Models for the Energy Markets -- Optimal Portfolio Management with Consumption
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|a Some Processes Associated with a Fractional Brownian MotionPricing Claims on Non Tradable Assets -- Some Optimal Investment, Production and Consumption Models -- Asian Options under Multiscale Stochastic Volatility -- A Regime Switching Model: Statistical Estimation, Empirical Evidence, and Change Point Detection -- Multinomial Maximum Likelihood Estimation of Market Parameters for Stock Jump-Diffusion Models -- Optimal Terminal Wealth under Partial Information for HMM Stock Returns -- Computing Optimal Selling Rules for Stocks Using Linear Programming
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| 505 |
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|a Optimization of Consumption and Portfolio and Minimization of VolatilityOptions: To Buy or not to Buy? -- Risk Sensitive Optimal Investment: Solutions of the Dynamical Programming Equation -- Hedging Default Risk in an Incomplete Market -- Mean-Variance Portfolio Choice with Discontinuous Asset Prices and Nonnegative Wealth Processes -- Indifference Prices of Early Exercise Claims -- Random Walk around Some Problems in Identification and Stochastic Adaptive Control with Applications to Finance -- Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models
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|a Why is the Effect of Proportional Transaction Costs O(Î?2/3)?Estimation via Stochastic Filtering in Financial Market Models -- Stochastic Optimal Control Modeling of Debt Crises -- Duality and Risk Sensitive Portfolio Optimization -- Characterizing Option Prices by Linear Programs -- Pricing Defaultable Bond with Regime Switching -- Affine Regime-Switching Models for Interest Rate Term Structure -- Stochastic Approximation Methods for Some Finance Problems
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| 546 |
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|a English.
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| 590 |
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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| 650 |
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|a Business mathematics
|v Congresses.
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| 650 |
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|a Business mathematics
|v Congresses.
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| 650 |
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|a Commerce.
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| 650 |
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|a Business & Economics.
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| 650 |
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|a Accounting.
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| 650 |
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|a Mathématiques financières
|v Congrès.
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| 650 |
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|a Business mathematics
|2 fast
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| 655 |
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|a Conference papers and proceedings
|2 fast
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| 700 |
1 |
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|a Zhang, Qing.
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| 758 |
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|i has work:
|a Mathematics of finance (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCFM9D7dctTWbgDqW76mhf3
|4 https://id.oclc.org/worldcat/ontology/hasWork
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| 776 |
0 |
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|i Print version:
|a Yin, George.
|t Mathematics of Finance.
|d Providence : American Mathematical Society, ©2004
|z 9780821834121
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| 830 |
|
0 |
|a Contemporary Mathematics.
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| 856 |
4 |
0 |
|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=3113310
|z Texto completo
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| 938 |
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|a ProQuest Ebook Central
|b EBLB
|n EBL3113310
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| 994 |
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|a 92
|b IZTAP
|
