Mathematical methods for financial markets
Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. The subject draws upon quite difficult results from the theory of stochastic processes, stochastic calculus and differential equations, among others, which...
Zapisane w:
| Główni autorzy: | , , |
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| Format: | Livre numérique |
| Język: | Anglais |
| Wydane: |
London :
Springer London
[20..].
Cham : Springer Nature |
| Wydanie: | 1st ed. 2009. |
| Seria: | Springer Finance Textbooks
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| Dostęp online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Komentarz: |
Description d'après consultation du 23 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Mathematical Methods for Financial Markets, Texte imprimé, 9781848828193 • Mathematical methods for financial markets, Monique Jeanblanc, Marc Yor, Marc Chesney, 2009, Dordrecht, Springer, 1 vol. (XXV-732 p.), Springer finance, 978-1-85233-376-8 • Mathematical Methods for Financial Markets, Texte imprimé, 9781447125242 |
| Streszczenie: | Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. The subject draws upon quite difficult results from the theory of stochastic processes, stochastic calculus and differential equations, among others, which can be daunting for the beginning researcher. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The authors proceed by successive generalisations with increasing complexity assuming some basic knowledge of probability theory. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice |
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| Deskrypcja: | Description d'après consultation du 23 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Bibliografia: | Bibliogr. Index |
| ISBN: | 9781846287374 |
| ISSN: | 2945-9125 |
| Ograniczenie dostępu: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |