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...
|Main Author:||Elliott, Robert J.|
|Corporate Author:||SpringerLink (Online service)|
|Other Authors:||Kopp, P. Ekkehard.|
New York, NY :
Springer New York,
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