dc.contributor.author | Øksendal, Bernt | |
dc.date.accessioned | 2006-07-16T18:00:55Z | |
dc.date.available | 2006-07-16T18:00:55Z | |
dc.date.issued | 1998 | |
dc.identifier.issn | 1500-4066 | |
dc.identifier.uri | http://hdl.handle.net/11250/164097 | |
dc.description.abstract | We give a brief survey of some fundamental concepts, methods and results in the mathematics of finance. The survey covers the 3 topics
Chapter 1: Markets and arbitrages.
The one-period model. The multi-period model.
The continuous time model.
Chapter 2: Contingent claims and completeness.
Hedging. Complete markets.
Chapter 3: Pricing of contingent claims.
The Black and Scholes formula. | en |
dc.format.extent | 341565 bytes | |
dc.format.mimetype | application/pdf | |
dc.language.iso | eng | en |
dc.publisher | Norwegian School of Economics and Business Administration. Department of Finance and Management Science | en |
dc.relation.ispartofseries | Discussion paper | en |
dc.relation.ispartofseries | 1998:6 | en |
dc.title | A short introduction to mathematical finance | en |
dc.type | Working paper | en |