Mathematical Methods for Financial Markets

Name: Mathematical Methods for Financial Markets
SKU: 2428122
Price: 357.99 AUD
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Hardback

Series:

Springer Finance Textbooks

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Description

Stochastic processes of common use in Mathematical finance are presented throughout the book, which consists of eleven chapters, interlacing on one hand financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, default risk, ruin, and on the other hand, Brownian motion, diffusion processes, Levy processes, together with the basic properties of these processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes.Only basic knowledge of probability theory is assumed; the book is organized so that the mathematical facts pertaining to a given financial question are gathered close to the study of that question.

Release date Australia

October 13th, 2009

Author

Audience

Professional & Vocational

Illustrations

9 Illustrations, black and white; XXVI, 732 p. 9 illus.

Pages

732

Series

Springer Finance Textbooks

Dimensions

156x234x39

ISBN-13

9781852333768

Product ID

2428122

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