Mathematics of Financial Markets
Robert James Elliott & P. Ekkehard Kopp
The past five years have seen a number of introductory texts which focus on the applications of modern stochastic calculus to the theory of finance, and on the pricing models for derivative securities in particular. Some of these books develop the mathematics very quickly, making substantial demands on the reader's background in advanced probability theory. Others emphasize the financial applications and do not attempt a rigorous coverage of the continuous-time calculus. This book provides a rigorous introduction for those who do not have a good background in stochastic calculus. The emphasis is on keeping the discussion self-contained rather than giving the most general results possible.
Kategorien:
Jahr:
1998
Sprache:
english
Seiten:
304
ISBN 10:
0387985530
ISBN 13:
9780387985534
Datei:
PDF, 1.30 MB
IPFS:
,
english, 1998
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