Mathematics of Financial Markets
This book explores the mathematics that underpins pricing models for derivative securities such as options, futures and swaps in modern markets. Models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory.
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Produktdetails
Weitere Autoren: Kopp, P. Ekkehard
- ISBN: 978-1-4757-7146-6
- EAN: 9781475771466
- Produktnummer: 37288065
- Verlag: Springer New York
- Sprache: Englisch
- Erscheinungsjahr: 2013
- Seitenangabe: 292 S.
- Plattform: PDF
- Auflage: 1999
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