Mathematics of Financial Markets

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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