Mathematics of Financial Markets | 2nd edition

by Robert J. Elliott and P. Ekkehard Kopp

Fakta

Publisher	Springer International Publish
Language	English
Book type	Paperback
Utgiven	2005
Edition	2
More editions	2005/2
Pages	352
ISBN	9781441919427
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Used within following courses

1MS045

Description

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.

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