Mathematics of Financial Markets (Springer Finance) - Hardcover

Elliott, Robert J.; Kopp, P.Ekkehard

 
9780387985534: Mathematics of Financial Markets (Springer Finance)
Hardcover
ISBN 10: 0387985530 ISBN 13: 9780387985534
Verlag: Springer-Verlag New York Inc., 1998

Inhaltsangabe

The past five years have seen a number of introductory texts which focus on the applications of modern stochastic calculus to the theory of finance, and on the pricing models for derivative securities in particular. Some of these books develop the mathematics very quickly, making substantial demands on the reader's background in advanced probability theory. Others emphasize the financial applications and do not attempt a rigorous coverage of the continuous-time calculus. This book provides a rigorous introduction for those who do not have a good background in stochastic calculus. The emphasis is on keeping the discussion self-contained rather than giving the most general results possible.

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Reseña del editor

The past five years have seen a number of introductory texts which focus on the applications of modern stochastic calculus to the theory of finance, and on the pricing models for derivative securities in particular. Some of these books develop the mathematics very quickly, making substantial demands on the reader's background in advanced probability theory. Others emphasize the financial applications and do not attempt a rigorous coverage of the continuous-time calculus. This book provides a rigorous introduction for those who do not have a good background in stochastic calculus. The emphasis is on keeping the discussion self-contained rather than giving the most general results possible.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer-Verlag New York Inc.
Erscheinungsdatum
1998
Sprache
Englisch
ISBN 10 
0387985530
ISBN 13 
9780387985534
Einband
Tapa dura
Anzahl der Seiten
303
Kontakt zum Hersteller
Nicht verfügbar
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9780387212920: Mathematics of Financial Markets (Springer Finance)

Vorgestellte Ausgabe

ISBN 10:  0387212922 ISBN 13:  9780387212920
Verlag: Springer, 2004
Hardcover