Mathematics of Financial Markets
This work is aimed at an audience with asound mathematical background wishing to leam about the rapidly expanding field of mathematical finance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and prob ability. The emphasis throughout...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
1999, 1999
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| Edition: | 1st ed. 1999 |
| Series: | Springer Finance Textbooks
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 1 Pricing by Arbitrage
- 2 Martingale Measures
- 3 The Fundamental Theorem of Asset Pricing
- 4 Complete Markets and Martingale Representation
- 5 Stopping Times and American Options
- 6 A Review of Continuous-Time Stochastic Calculus
- 7 European Options in Continuous Time
- 8 The American Option
- 9 Bonds and Term Structure
- 10 Consumption-Investment Strategies
- References