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Financial Markets in Continuous Time

Financial Markets in Continuous Time

Monique Jeanblanc / Rose-Anne Dana / A. Kennedy

66,06 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2007
Materia
Finanzas
ISBN:
9783540711490
66,06 €
IVA incluido
Disponible

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Sobre IBD

This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options.

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