Financial markets: stochastic analysis and the pricing of derivative securities
Auteur :
American Mathematical Society
Éditeur :
American Mathematical Society
ISBN :
9780821810828
Date de publication :
30 avr. 1999
Poids :
510 g
Langue :
Anglais
Pays d'origine :
USA
Financial mathematics is going through a period of intensive development, particularly in the area of stochastic analysis. This work presents a comprehensive, self-contained introduction to stochastic financial mathematics. It comprises the basic methods and key results of the theory of derivative securities pricing in discrete financial markets.