Derivatives and financial mathematics / 
John F. Price (Editor). 
 - Commack, NY :  Nova Science Publishers,  c1997. 
 - 196 p. :  ill. ;  21 cm. 
<br/><br/> Papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22-23, 1996. 
<br/><br/>Includes bibliographical references and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>1560725117 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities<br/>Business mathematics
<br/><br/><label>LC Class. No.: </label>HG6024.A3 
<br/><br/><label>Dewey Class. No.: </label>332.64/5