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Mathematical Methods for Financial Markets

E-BookPDF1 - PDF WatermarkE-Book
732 Seiten
Englisch
Springer Londonerschienen am03.10.20092009
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.
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Verfügbare Formate
BuchGebunden
EUR139,09
BuchKartoniert, Paperback
EUR96,29
E-BookPDF1 - PDF WatermarkE-Book
EUR96,29

Produkt

KlappentextMathematical 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.
Details
Weitere ISBN/GTIN9781846287374
ProduktartE-Book
EinbandartE-Book
FormatPDF
Format Hinweis1 - PDF Watermark
FormatE107
Erscheinungsjahr2009
Erscheinungsdatum03.10.2009
Auflage2009
Seiten732 Seiten
SpracheEnglisch
IllustrationenXXVI, 732 p. 9 illus.
Artikel-Nr.3031213
Rubriken
Genre9200

Inhalt/Kritik

Inhaltsverzeichnis
Continuous Path Processes.- Continuous-Path Random Processes: Mathematical Prerequisites.- Basic Concepts and Examples in Finance.- Hitting Times: A Mix of Mathematics and Finance.- Complements on Brownian Motion.- Complements on Continuous Path Processes.- A Special Family of Diffusions: Bessel Processes.- Jump Processes.- Default Risk: An Enlargement of Filtration Approach.- Poisson Processes and Ruin Theory.- General Processes: Mathematical Facts.- Mixed Processes.- Lévy Processes.mehr

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