Mathematical Methods for Financial Markets

Name: Mathematical Methods for Financial Markets
SKU: 20433801
Price: 259.99 AUD
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Paperback / softback

Series:

Springer Finance

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Description

Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice.

Release date Australia

March 14th, 2012

Author

Audience

Professional & Vocational

Illustrations

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

Pages

732

Series

Springer Finance

Dimensions

155x235x38

ISBN-13

9781447125242

Product ID

20433801

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