Financial mathematics : from discrete to continuous time /

"This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative...

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Bibliographic Details
Main Author: Hastings, Kevin J., 1955- (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : Chapman & Hall/CRC, 2022.
Edition:First edition.
Series:Chapman and Hall/CRC financial mathematics series
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:"This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finance programs"--
Physical Description:1 online resource.
Bibliography:Includes bibliographical references and index.
ISBN:042911365X
9780429113659
9780429538537
0429538537
9781498780421
1498780423
9781498780445
149878044X