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Some Problems in Mathematical Finance

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dc.contributor.author Ahmed, Tahani Hassan
dc.date.accessioned 2014-03-17T11:23:01Z
dc.date.available 2014-03-17T11:23:01Z
dc.date.issued 2003-01-01
dc.identifier.citation Ahmed,Tahani Hassan .Some Problems in Mathematical Finance/Tahani Hassan Ahmed;Ismail Hamid El Sanousi .-Khartoum:Sudan University of Science and Technology,College of Science,2003.-59p. : ill. ; 28cm.-Ms.c. en_US
dc.identifier.uri http://hdl.handle.net/123456789/3960
dc.description Thesis en_US
dc.description.abstract This thesis discusses some problems in mathematical finance driven by Brownian motion, which is the basis for a large part of the modern probability theory that has been mentioned in the first chapter and which plays a crucial role in financial and statistical applications. The Brownian motion also became increasingly important in other mathematical aspects such as partial differential equations and differential geometry. Chapter two includes different constructions of Brownian motion and properties of Brownian paths. Chapters three and four include the results in mathematical finance and some applications, such as the discussion of the hedging strategies for contingent T-claims (e.g. European and Asian options) in Black and Scholes Market as well as some examples. en_US
dc.description.sponsorship Sudan University of Science and Technology en_US
dc.language.iso en en_US
dc.publisher Sudan University of Science and Technology en_US
dc.subject Mathematics en_US
dc.subject Mathematical Finance en_US
dc.title Some Problems in Mathematical Finance en_US
dc.type Thesis en_US


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