Mathematical Methods for Financial Markets

• Main Authors: Jeanblanc, Monique (Author), Yor, Marc (Author), Chesney, Marc (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Springer London, 2009.
• Series: Springer Finance
• Subjects: Finance.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Probabilities.; Public finance.; Economics.; Public Economics.; Applications of Mathematics.; Quantitative Finance.; Finance, general.; Probability Theory and Stochastic Processes.

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...