Mathematics of Financial Markets
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...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
2005, 2005
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| Edition: | 2nd ed. 2005 |
| Series: | Springer Finance Textbooks
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Pricing by Arbitrage
- Martingale Measures
- The First Fundamental Theorem
- Complete Markets
- Discrete-time American Options
- Continuous-Time Stochastic Calculus
- Continuous-Time European Options
- The American Put Option
- Bonds and Term Structure
- Consumption-Investment Strategies
- Measures of Risk