http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
American Mathematical Society short course, January 6-7, 1997, San Diego, California
Quantitative methods for portfolio management / Steven E. Shreve -- An introduction to option pricing and the mathematical theory of risk / Marco Avellaneda -- Non-arbitrage and the fundamental theorem of asset pricing : summary of main results / Freddy Delbaen and Walter Schachermayer -- Introduction to models for the evolution of the term structure of interest rates / David Heath -- Transition densities for interest rate and other nonlinear diffusions / Yacine Aït-Sahalia -- Transaction costs in portfolio management and derivative pricing / Thaleia Zariphopoulou.
Includes bibliographical references and index.
Proceedings of symposia in applied mathematics ; v. 57
Proceedings of symposia in applied mathematics