 | |
  | |
| Searching ... |
| 0 % | ||
| Only Books by David Cochran Heath | X |
| Only Hardcover Binding Books | X |
  | | Introduction to Mathematical Finance American Mathematical Society Short Course, January 6-7, 1997, San Diego, California (Proceedings of Symposia in Applied Mathematics) by Glen Swindle, David Cochran Heath, American Mathematical Society, Dr Glen Swindle Hardcover, 167 Pages, Published 2000 by Amer Mathematical Society ISBN-13: 978-0-8218-0751-4, ISBN: 0-8218-0751-X "The foundation for the subject of mathematical finance was laid nearly 100 years ago by Bachelier in his fundamental work, ""Theorie de la speculation"". In this work, he provided the first treatment of Brownian motion. Since then, the research of Markowitz, and then of Black, Merton, Scholes, and Samuelson brought remarkable and important strides in the field. A few years later, Harrison and Kreps demonstrated the fundamental role of m ..." |
All Authors
David Cochran Heath