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...
Κύριοι συγγραφείς: | , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
New York, NY :
Springer New York,
2005.
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Έκδοση: | Second edition. |
Σειρά: | Springer Finance
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.