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dc.contributor.authorØksendal, Bernt
dc.date.accessioned2006-07-16T18:00:55Z
dc.date.available2006-07-16T18:00:55Z
dc.date.issued1998
dc.identifier.issn1500-4066
dc.identifier.urihttp://hdl.handle.net/11250/164097
dc.description.abstractWe 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.extent341565 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoengen
dc.publisherNorwegian School of Economics and Business Administration. Department of Finance and Management Scienceen
dc.relation.ispartofseriesDiscussion paperen
dc.relation.ispartofseries1998:6en
dc.titleA short introduction to mathematical financeen
dc.typeWorking paperen


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