Mathematics of Financial Markets (2nd ed. 2005) (Springer Finance)

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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.
Copyright:
2005

Book Details

Book Quality:
Publisher Quality
ISBN-13:
9780387226408
Related ISBNs:
9780387212920
Publisher:
Springer New York
Date of Addition:
Copyrighted By:
N/A
Adult content:
No
Language:
English
Has Image Descriptions:
No
Categories:
Nonfiction, Business and Finance, Mathematics and Statistics
Submitted By:
Bookshare Staff
Usage Restrictions:
This is a copyrighted book.

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