Introduction to Mathematical Finance
Subtitle: American Mathematical Society Short Course, January 6-7, 1997, San Diego, California (Proceedings of Symposia in Applied Mathematics)
Contributors: David Cochran Heath (Editor); Glen Swindle (Editor)
Publisher: American Mathematical Society
Published: February 2000
Language: eng
Format: Hardcover
Number of pages: 167
ISBN-13: 9780821807514
Subjects: Applied mathematics; Economic theory & philosophy; Finance; Mathematics; Investments; Business / Economics / Finance; Science/Mathematics; Portfolio management; Investments & Securities - General; General; Mathematical models
First sentence: This paper contains a derivation of the classic results of static mean-variance analysis, and presents the analogous results in a continuous-time model.