Mathematical Methods for Financial Markets
Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The first half of the book is devoted to continuous path processes whereas the second half…
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Produktdetails
Weitere Autoren: Yor, Marc / Chesney, Marc
- ISBN: 978-1-84628-737-4
- EAN: 9781846287374
- Produktnummer: 33319583
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2009
- Seitenangabe: 732 S.
- Plattform: PDF
- Masse: 8'229 KB
- Auflage: 2009
- Abbildungen: 9 schwarz-weiße Abbildungen, Bibliographie
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