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Item Details
| Title:
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MATHEMATICS OF FINANCIAL MARKETS
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| By: |
Robert J. Elliott, P.Ekkehard Kopp |
| Format: |
Hardback |
| List price:
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£72.50 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0387212922 |
| ISBN 13: |
9780387212920 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
8 October, 2004 |
| Edition: |
2nd ed. 2005 |
| Series: |
Springer Finance |
| Pages: |
354 |
| Description: |
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. |
| Synopsis: |
This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. This new edition adds substantial material from current 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 and sensitivity analysis for the Black-Scholes model. |
| Illustrations: |
XII, 354 p. |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Returnable |
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