Mathematics of Financial Markets

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Elliott, Robert J. (Συγγραφέας), Kopp, P. Ekkehard (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: New York, NY : Springer New York : Imprint: Springer, 1999.
Σειρά:Springer Finance,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • 1 Pricing by Arbitrage
  • 2 Martingale Measures
  • 3 The Fundamental Theorem of Asset Pricing
  • 4 Complete Markets and Martingale Representation
  • 5 Stopping Times and American Options
  • 6 A Review of Continuous-Time Stochastic Calculus
  • 7 European Options in Continuous Time
  • 8 The American Option
  • 9 Bonds and Term Structure
  • 10 Consumption-Investment Strategies
  • References.