Mathematics of Financial Markets (BOK)

Robert James Elliott

1 049,00 1 04900
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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.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2004 Forfatter Robert James Elliott
Forlag
INGRAM INTERNATIONAL INC
ISBN 9780387212920
Antall sider 354 Dimensjoner 16cm x 23,6cm x 2,2cm
Vekt 680 gram Leverandør Bertram Trading Ltd
Emner og form Finance, Applied mathematics