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Item Details
| Title:
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FINANCIAL MARKETS IN CONTINUOUS TIME
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| By: |
Rose-Anne Dana, Monique Jeanblanc, Anna Kennedy (Trans) |
| Format: |
Hardback |
| List price:
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£67.99 |
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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: |
3540434038 |
| ISBN 13: |
9783540434030 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
26 November, 2002 |
| Series: |
Springer Finance / Springer Finance Textbooks |
| Pages: |
336 |
| Translated from: |
French |
| Description: |
This book explains key financial concepts, mathematical tools and theories of mathematical finance. The range of topics covered is very broad for an introductory text. The book contains two separate appendices on Brownian motion and on numerical methods. |
| Synopsis: |
This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options. |
| Illustrations: |
biography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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