Mathematics of Financial Markets

Mathematics of Financial Markets
Author :
Publisher : Springer Science & Business Media
Total Pages : 298
Release :
ISBN-10 : 9781475771466
ISBN-13 : 1475771460
Rating : 4/5 (460 Downloads)

Book Synopsis Mathematics of Financial Markets by : Robert J Elliott

Download or read book Mathematics of Financial Markets written by Robert J Elliott and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the mathematics that underpins pricing models for derivative securities such as options, futures and swaps in modern markets. Models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory.


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