Mathematical Models in Finance

1st Edition

S.D. Howison, F.P. Kelly, P. Wilmott

Chapman and Hall/CRC
Published May 15, 1995
Reference - 160 Pages
ISBN 9780412630705 - CAT# C3070


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Mathematical Models in Finance compiles papers presented at the Royal Society of London discussion meeting. Topics range from the foundations of classical theory to sophisticated, up-to-date mathematical modeling and analysis. In the wake of the increased level of mathematical awareness in the financial research community, attention has focused on fundamental issues of market modelling that are not adequately allowed for in the standard analyses. Examples include market anomalies and nonlinear coupling effects, and demand new synthesis of mathematical and numerical techniques. This line of inquiry is further stimulated by ever tightening profits due to increased competition. Several papers in this volume offer pointers to future developments in this area.

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