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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Elliott, Robert J. (Autor), Kopp, P. Ekkehard (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2005.
Edición:2nd ed. 2005.
Colección:Springer Finance Textbooks,
Temas:
Social sciences-Mathematics.
Statistics .
Probabilities.
Measure theory.
Mathematics in Business, Economics and Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
Probability Theory.
Measure and Integration.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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