Option Pricing and Portfolio Optimization
Subtitle: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
Publisher: American Mathematical Society
Published: January 2001
Language: eng
Format: Hardcover
Number of pages: 253
ISBN-13: 9780821821237
Subjects: Applied mathematics; Calculus & mathematical analysis; Econometrics; Investment & securities; Theoretical methods; Portfolio management; Mathematical models; Mathematics; Business / Economics / Finance; Science/Mathematics; Study & Teaching; Prices; Investments & Securities - Options; Options (Finance)
First sentence: Before we shall consider continuous-time market models, we start by looking at a simple one-period model.