Mathematics of Financial Markets
Synopsis
This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. This new edition adds substantial material from current areas of active research, such as coherent risk measures with applications to hedging, the arbitrage interval for incomplete discrete-time markets, and risk and return and sensitivity analysis for the Black-Scholes model.
Book details
- Edition:
- 2nd ed. 2005
- Series:
- Springer Finance
- Author:
- Robert J Elliott, P. Ekkehard Kopp
- ISBN:
- 9780387226408
- Related ISBNs:
- 9780387212920
- Publisher:
- Springer New York
- Pages:
- N/A
- Reading age:
- Not specified
- Includes images:
- No
- Date of addition:
- 2021-02-07
- Usage restrictions:
- Copyright
- Copyright date:
- 2005
- Copyright by:
- N/A
- Adult content:
- No
- Language:
-
English
- Categories:
-
Business and Finance, Mathematics and Statistics, Nonfiction