%0 eBook
%M Solr-EB000353725
%A Elliott, Robert J.
%I Springer New York
%D 2005
%C New York, NY
%G English
%B Springer Finance Textbooks
%@ 9780387226408
%T Mathematics of Financial Markets
%U https://doi.org/10.1007/b97681?nosfx=y
%7 2nd ed. 2005
%X The text should prove useful to graduates with a sound mathematical background, ideally a knowledge of elementary concepts from measure-theoretic probability, who wish to understand the mathematical models on which the bewildering multitude of current financial instruments used in derivative markets and credit institutions is based. The first edition has been used successfully in a wide range of Masterâ€™s programs in mathematical finance and this new edition should prove even more popular in this expanding market. It should equally be useful to risk managers and practitioners looking to master the mathematical tools needed for modern pricing and hedging techniques. Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary, having held positions in mathematics at the University of Alberta, Hull, Oxford, Warwick, and Northwestern.