Mathematics of Financial Markets

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Business & Economics - Others
Mathematics of Financial Markets

Mathematics of Financial Markets

Name: Mathematics of Financial Markets
ISBN: 9780387985534

Robert James Elliott & P. Ekkehard Kopp

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The past five years have seen a number of introductory texts which focus on the applications of modern stochastic calculus to the theory of finance, and on the pricing models for derivative securities in particular. Some of these books develop the mathematics very quickly, making substantial demands on the reader's background in advanced probability theory. Others emphasize the financial applications and do not attempt a rigorous coverage of the continuous-time calculus. This book provides a rigorous introduction for those who do not have a good background in stochastic calculus. The emphasis is on keeping the discussion self-contained rather than giving the most general results possible.

Thể loại:

Business & Economics - Others

Năm:

1998

Ngôn ngữ:

english

Trang:

304

ISBN 10:

0387985530

ISBN 13:

9780387985534