Mathematics of financial markets
This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stoc...
Guardat en:
| Autors principals: | , |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edició: | Second edition. |
| Col·lecció: | Springer Finance Textbooks
|
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Mathematics of financial markets, Robert J. Elliott and P. Ekkehard Kopp, Second edition, [New York, Springer, 2005, 1 vol. (XI-352 p.), Springer finance, 0-387-21292-2 • Mathematics of Financial Markets, Texte imprimé, 9781441919427 • Partial differential equations, proceedings of ELAM VIII, held in Rio de Janeiro, July 14-25, 1986, F. Cardoso, D.G. de Figueiredo, R. Iório, O. Lopes (eds.), 1988, Berlin, Springer-Verlag, 1 volume (VIII-433 pages), Lecture notes in mathematics, 0-387-50111-8 |
Taula de continguts:
- Pricing by Arbitrage Martingale Measures The First Fundamental Theorem Complete Markets Discrete-time American Options Continuous-Time Stochastic Calculus Continuous-Time European Options The American Put Option Bonds and Term Structure Consumption-Investment Strategies Measures of Risk