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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Main Author: Elliott, Robert J.
Corporate Author: SpringerLink (Online service)
Other Authors: Kopp, P. Ekkehard.
Format: Electronic
Language: English
Published: New York, NY : Springer New York, 2005.
Edition: Second edition.
Series: Springer Finance
Subjects:
Online Access: http://dx.doi.org/10.1007/b97681
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