- Papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22-23, 1996. - Includes bibliographical references and index. - The Case of the Missing Ten Pounds / John H. Watson -- Optional Mathematics is Not Optional / John F. Price -- Models of the Term Structure of Interest Rates: A Survey / Mukarram Attari -- Insurance Derivatives / Thomas O'Brien -- Emerging Opportunities in Computational Finance for Mathematics Graduates / Anand M. Vijh -- Lattice Methods for Exotic Options / Robert Benhenni and Anlong Li -- Pricing Perpetual Options on Two Stocks / Hans U. Gerber and Elias S. W. Shiu -- A Semilinear Evolution Equation for General Derivative Contracts / Valery A. Kholodnyi -- Random Field Formulation for the Term Structure of Interest Rates / Valery A. Kholodnyi and Milan N. Lukic -- Using Stock Price as Numeraire in Option Pricing Models with Nonconstant Volatility / Anlong Li -- Efficient Valuation of Options Using Quasirandom Sequences / Steven H. Zhu.
NEU Grand LibraryGrnd Floor (HG6024.A3 D4655 1997)
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NEU Grand LibraryGrnd. Floor (HG6024.A3 D4655 1997)
General Collection
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