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...

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Main Authors: Elliott, Robert J., Kopp, P. Ekkehard (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Published: New York, NY Springer New York 2005, 2005
Edition:2nd ed. 2005
Series:Springer Finance Textbooks
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