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Mathematics of Financial Markets

Mathematics of Financial Markets

P. Ekkehard Kopp / Robert J Elliott

90,52 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2010
Materia
Probabilidad y estadística
ISBN:
9781441919427
90,52 €
IVA incluido
Disponible

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Sobre IBD

Pricing by Arbitrage * Martingale Measures * The Fundamental Theorem of Asset Pricing * Complete Markets and Martingale Representation * Stopping Times and American Options * A Review of Continuous Time Stochastic Calculus * European Options in Continuous Time * The American Option * Bonds and Term Structure * Consumption-Investment Strategies *

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Otros libros del autor

  • Mathematics of Financial Markets
    P. Ekkehard Kopp / Robert J Elliott
    This work is aimed at an audience with asound mathematical background wishing to leam about the rapidly expanding field of mathematical finance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and prob ability. The emphasis throughout is on developing the mathematical concepts re­ quired for the theory within the...
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  • Mathematics of Financial Markets
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    This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. This new edition adds substantial material from current areas of active research, such as coherent risk measures with applications to hedging, the arbitrage interval for incomplete discrete-time ma...
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