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Mathematics of Financial Markets / P. Ekkehard Kopp (u. a.) / Taschenbuch / Springer Finance Textbooks / Paperback / xii / Englisch / 2010 / Springer New York / EAN 9781441919427 - Kopp, P. Ekkehard
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Kopp, P. Ekkehard:

Mathematics of Financial Markets / P. Ekkehard Kopp (u. a.) / Taschenbuch / Springer Finance Textbooks / Paperback / xii / Englisch / 2010 / Springer New York / EAN 9781441919427 - Pasta blanda

2010, ISBN: 9781441919427

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[ED: Taschenbuch], [PU: Springer New York], This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, future… Más…

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Mathematics of Financial Markets | P. Ekkehard Kopp (u. a.) | Taschenbuch | Springer Finance Textbooks | Paperback | xii | Englisch | 2010 | Springer New York | EAN 9781441919427 - Kopp, P. Ekkehard
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Kopp, P. Ekkehard:

Mathematics of Financial Markets | P. Ekkehard Kopp (u. a.) | Taschenbuch | Springer Finance Textbooks | Paperback | xii | Englisch | 2010 | Springer New York | EAN 9781441919427 - Pasta blanda

2010, ISBN: 9781441919427

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[ED: Taschenbuch], [PU: Springer New York], This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, future… Más…

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Mathematics of Financial Markets / P. Ekkehard Kopp (u. a.) / Taschenbuch / Springer Finance Textbooks / Paperback / xii / Englisch / 2010 / Springer New York / EAN 9781441919427 - Kopp, P. Ekkehard
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Kopp, P. Ekkehard:
Mathematics of Financial Markets / P. Ekkehard Kopp (u. a.) / Taschenbuch / Springer Finance Textbooks / Paperback / xii / Englisch / 2010 / Springer New York / EAN 9781441919427 - Pasta blanda

2010

ISBN: 9781441919427

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[ED: Taschenbuch], [PU: Springer New York], This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, future… Más…

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Mathematics of Financial Markets | P. Ekkehard Kopp (u. a.) | Taschenbuch | Springer Finance Textbooks | Paperback | xii | Englisch | 2010 | Springer New York | EAN 9781441919427 - Kopp, P. Ekkehard
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Kopp, P. Ekkehard:
Mathematics of Financial Markets | P. Ekkehard Kopp (u. a.) | Taschenbuch | Springer Finance Textbooks | Paperback | xii | Englisch | 2010 | Springer New York | EAN 9781441919427 - Pasta blanda

2010, ISBN: 9781441919427

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[ED: Taschenbuch], [PU: Springer New York], This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, future… Más…

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Mathematics of Financial Markets - Elliott, Robert J.;Kopp, P. Ekkehard
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Elliott, Robert J.;Kopp, P. Ekkehard:
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2010, ISBN: 9781441919427

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Detalles del libro
Mathematics of Financial Markets (Springer Finance)
Autor:
Título:
ISBN:

9781441919427


This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. This new edition adds substantial material from current areas of active research, such as coherent risk measures with applications to hedging, the arbitrage interval for incomplete discrete-time markets, and risk and return and sensitivity analysis for the Black-Scholes model.

Detalles del libro - Mathematics of Financial Markets (Springer Finance)


EAN (ISBN-13): 9781441919427
ISBN (ISBN-10): 1441919422
Tapa dura
Tapa blanda
Año de publicación: 2010
Editorial: Springer
368 Páginas
Peso: 0,546 kg
Idioma: eng/Englisch

Libro en la base de datos desde 2010-03-03T07:06:26-06:00 (Mexico City)
Página de detalles modificada por última vez el 2024-03-11T04:53:12-06:00 (Mexico City)
ISBN/EAN: 9781441919427

ISBN - escritura alterna:
1-4419-1942-2, 978-1-4419-1942-7
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: kopp, elliott, may ekkehard, robert elliot
Título del libro: what mathematics, ekkehard, mathematics financial markets, springer mathematics

Datos del la editorial

Autor: Robert J Elliott
Título: Springer Finance; Springer Finance Textbooks; Mathematics of Financial Markets
Editorial: Springer; Springer US
354 Páginas
Año de publicación: 2010-11-25
New York; NY; US
Impreso en
Idioma: Inglés
65,99 € (DE)

BC; Hardcover, Softcover / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; Black-Scholes; Markov model; Martingale; Probability theory; Stochastic calculus; calculus; measure theory; stochastics; quantitative finance; Mathematics in Business, Economics and Finance; Statistics in Business, Management, Economics, Finance, Insurance; Probability Theory; Measure and Integration; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Integralrechnung und -gleichungen; BB; BB; EA

This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory, which includes a detailed analysis of the Black-Scholes model and its generalizations, American put options, term structure models and consumption-investment problems. The mathematics of martingales and stochastic calculus is developed where it is needed. The new edition adds substantial material from current areas of active research, notably: a new chapter on coherent risk measures, with applications to hedging a complete proof of the first fundamental theorem of asset pricing for general discrete market models the arbitrage interval for incomplete discrete-time markets characterization of complete discrete-time markets, using extended models risk and return and sensitivity analysis for the Black-Scholes model The treatment remains careful and detailed rather than comprehensive, with a clear focus on options. From here the reader can progress to the current research literature and the use of similar methods for more exotic financial instruments. The text should prove useful to graduates with a sound mathematical background, ideally a knowledge of elementary concepts from measure-theoretic probability, who wish to understand the mathematical models on which the bewildering multitude of current financial instruments used in derivative markets and credit institutions is based. The first edition has been used successfully in a wide range of Master’s programs in mathematical finance and this new edition should prove even more popular in this expanding market. It should equally be useful to risk managers and practitioners looking to master the mathematical tools needed for modern pricing and hedging techniques. Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary, having held positions in mathematics at the University of Alberta, Hull, Oxford, Warwick, and Northwestern. He is the author of over 300 research papers and several books, including Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and, with Lakhdar Aggoun, Measure Theory and Filtering: Theory and Applications. He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications and the Canadian Applied Mathematics Quarterly. P. Ekkehard Kopp is Professor of Mathematics, and a former Pro-Vice-Chancellor, at the University of Hull. He is the author of Martingales and Stochastic Integrals, Analysis and, with Marek Capinski, of Measure, Integral and Probability. He is a member of the Editorial Board of Springer Finance.  

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