Mathematics of financial markets
Author(s)
Bibliographic Information
Mathematics of financial markets
(Springer finance)
Springer, c1999
Available at 73 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
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  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
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  Gifu
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  Aichi
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  Kyoto
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  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
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  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
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  United States of America
Note
Bibliography: p. [271]-288
Includes index
"Corrected third printing, 2001"--T.p. verso
Description and Table of Contents
Description
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.
Table of Contents
- Pricing by Arbitrage
- Martingale Measures
- The Fundamental Theorem of Asset Pricing
- Complete Markets and Martingale Representation
- Stopping Times and American Options
- A Review of Continous-Time Stochastic Calculus
- European Options in Continous Time
- The American Option
- Bonds and Term Structure
- Consumption-Investment Strategies
- References
- Index.
by "Nielsen BookData"