Mathematics of financial markets
Auteur :
Elliott, Robert J.
Éditeur :
Elliott, Robert J.Kopp, P.Ekkehard,
ISBN :
9780387212920
Date de publication :
8 oct. 2004
Dimensions :
23,4 x 15,6 x 2,0 cm
Poids :
691 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
USA
Presents the mathematics that underpins pricing models for derivative securities in financial markets, such as options, futures and swaps. This title adds material from 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.