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＜図書＞
Mathematical models in finance / edited by S.D. Howison, F.P. Kelly and P. Wilmott

出版者	London : Chapman & Hall for The Royal Society
出版年	1995
本文言語	英語
大きさ	vii, 152 p. : ill. ; 24 cm
著者標目	Howison, Sam Kelly, F. P. (Frank P.) Wilmott, Paul Royal Society
件　名	LCSH:Finance -- Mathematical models  全ての件名で検索
内容注記	Influence of mathematical models in finance on practice : past, present and future / R.C. Merton Applied mathematics and finance / S.D. Howison Stock price fluctuation as a diffusion in a random environment / H. Föllmer A note on super-replicating strategies / M.H.A. Davis and J.M.C. Clark Worldwide security market anomalies / W.T. Ziemba and C.R. Hensel Making money from mathematical models / D. Harding Path-dependent options and transaction costs / J.N. Dewynne, A.E. Whalley and P. Wilmott Stochastic equity volatility and the capital structure of the firm / A. Bensoussan, M. Crouhy and D. Galai The general mean-variance portfolio selection problem / H.M. Markowitz (General discussion) On a free boundary problem that arises in portfolio management / S.R. Pliska and M.J.P. Selby Interest rate volatility and the shape of the term structure / R.H. Brown and S.M. Schaefer Multi-factor term structure models / D. Duffie and R. Kan Dynamic asset allocation : insights from theory / S.D. Hodges
一般注記	"First published in 1994 by the Royal Society in Phil. Trans. R. Soc. Land. [i.e. Lond.]"--T.p. verso Includes bibliographical references and index

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