F for finance. From classical financial mathematics to portfolio theory and new financial products

DOI10.1007/S40329-017-0171-7zbMath1435.91006OpenAlexW2621319513MaRDI QIDQ2304768

Flavio Pressacco

Publication date: 13 March 2020

Published in: Lettera Matematica. International Edition (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40329-017-0171-7

zbMATH Keywords

portfolio theorymodern financial mathematicsoptions theory

Mathematics Subject Classification ID

History of game theory, economics, and finance (91-03) Actuarial science and mathematical finance (91Gxx)

Cites Work

• The Pricing of Options and Corporate Liabilities
• A Theory of the Term Structure of Interest Rates
• An Intertemporal Capital Asset Pricing Model
• Option pricing when underlying stock returns are discontinuous
• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Unnamed Item

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