Mathematical Models in Finance.

Abstract

Influence of Mathematical Models in Finance on Practice: Past, Present and Future Applied Mathematics and Finance Stock Price Fluctuations as a Diffusion in Random Environment A Note on Super-Replicating Strategies Worldwide Security Market Anomalies Making Money from Mathematical Models Path-Dependent Options and Transaction Costs Stochastic Equality Volatility and the Capital Structure of the Firm The General Mean-Variance Portfolio Section Problem On a Free Boundary Problem That Arises in Portfolio Management Interest Rate Volatility and the Shape of the Term Structure Multi-Factor Term Structure Models Dynamic Asset Allocation: Insights from Theory Index