| 書目名稱 | Mathematics of Financial Markets |
| 編輯 | Robert J. Elliott,P. Ekkehard Kopp |
| 視頻video | http://file.papertrans.cn/627/626938/626938.mp4 |
| 概述 | Aimed at those who need to understand the mathematics behind the multitude of current financial instruments used in derivative markets, including risk managers and other practitioners.Begins with the |
| 叢書名稱 | Springer Finance |
| 圖書封面 |  |
| 描述 | This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or ‘exotic’) ?nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous development of the more basic options that lie at the heart of the remarkable range of current applications of martingale theory to ?nancial markets. The ?rst ?ve chapters present the theory in a discrete-time framework. Stochastic calculus is not required, and this material should be accessible to anyone familiar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter |
| 出版日期 | Textbook 2005Latest edition |
| 關(guān)鍵詞 | Black-Scholes; Markov model; Martingale; Probability theory; Stochastic calculus; calculus; measure theory |
| 版次 | 2 |
| doi | https://doi.org/10.1007/b97681 |
| isbn_softcover | 978-1-4419-1942-7 |
| isbn_ebook | 978-0-387-22640-8Series ISSN 1616-0533 Series E-ISSN 2195-0687 |
| issn_series | 1616-0533 |
| copyright | Springer-Verlag New York 2005 |
|Archiver|手機版|小黑屋|
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