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Mathematics of Financial Markets - Robert J. Elliott#P. Ekkehard Kopp
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Robert J. Elliott#P. Ekkehard Kopp:

Mathematics of Financial Markets - new book

2010, ISBN: 9781441919427

ID: 692119503

This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or exotic) ?nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous development of the more basic options that lie at the heart of the remarkable range of current applications of martingale theory to ?nancial markets. The ?rst ?ve chapters present the theory in a discrete-time framework. Stochastic calculus is not required, and this material should be accessible to anyone familiar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter 2 introduces the idea of a martingale measure for price processes. Following a discussion of the use of self-?nancing tr- ing strategies to hedge against trading risk, it is shown how options can be priced using an equivalent measure for which the discounted price p- cess is a martingale. Mathematics of Financial Markets Bücher > Fremdsprachige Bücher > Englische Bücher Taschenbuch 25.11.2010, Springer, .201

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Mathematics of Financial Markets - Robert J. Elliott#P. Ekkehard Kopp
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Robert J. Elliott#P. Ekkehard Kopp:

Mathematics of Financial Markets - new book

ISBN: 9781441919427

ID: 2fc14fc62a73805a8e5075c4ffca56ca

Mathematics of Financial Markets This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or exotic) ?nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous development of the more basic options that lie at the heart of the remarkable range of current applications of martingale theory to ?nancial markets. The ?rst ?ve chapters present the theory in a discrete-time framework. Stochastic calculus is not required, and this material should be accessible to anyone familiar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter 2 introduces the idea of a martingale measure for price processes. Following a discussion of the use of self-?nancing tr- ing strategies to hedge against trading risk, it is shown how options can be priced using an equivalent measure for which the discounted price p- cess is a martingale. Bücher / Fremdsprachige Bücher / Englische Bücher 978-1-4419-1942-7, Springer

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Mathematics of Financial Markets - Robert J. Elliott#P. Ekkehard Kopp
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(*)
Robert J. Elliott#P. Ekkehard Kopp:
Mathematics of Financial Markets - new book

ISBN: 9781441919427

ID: 180590358

This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or exotic) ?nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous development of the more basic options that lie at the heart of the remarkable range of current applications of martingale theory to ?nancial markets. The ?rst ?ve chapters present the theory in a discrete-time framework. Stochastic calculus is not required, and this material should be accessible to anyone familiar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter 2 introduces the idea of a martingale measure for price processes. Following a discussion of the use of self-?nancing tr- ing strategies to hedge against trading risk, it is shown how options can be priced using an equivalent measure for which the discounted price p- cess is a martingale. Mathematics of Financial Markets Buch (fremdspr.) Bücher>Fremdsprachige Bücher>Englische Bücher, Springer

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Mathematics of Financial Markets - Robert J. Elliott#P. Ekkehard Kopp
book is out-of-stock
(*)
Robert J. Elliott#P. Ekkehard Kopp:
Mathematics of Financial Markets - new book

ISBN: 9781441919427

ID: 121493516

This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or exotic) ?nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous development of the more basic options that lie at the heart of the remarkable range of current applications of martingale theory to ?nancial markets. The ?rst ?ve chapters present the theory in a discrete-time framework. Stochastic calculus is not required, and this material should be accessible to anyone familiar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter 2 introduces the idea of a martingale measure for price processes. Following a discussion of the use of self-?nancing tr- ing strategies to hedge against trading risk, it is shown how options can be priced using an equivalent measure for which the discounted price p- cess is a martingale. Mathematics of Financial Markets Buch (fremdspr.) Bücher>Fremdsprachige Bücher>Englische Bücher, [PU: Springer]

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Mathematics of Financial Markets - Robert J. Elliott; P.Ekkehard Kopp
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Robert J. Elliott; P.Ekkehard Kopp:
Mathematics of Financial Markets - Paperback

2010, ISBN: 9781441919427

Hardcover, ID: 16179906

[ED: 2], Softcover reprint of hardcover 2nd ed. 2005, Softcover, Buch, [PU: Springer-Verlag New York Inc.]

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Details of the book
Mathematics of Financial Markets (Springer Finance)
Author:

Robert J. Elliott, P. Ekkehard Kopp

Title:

Mathematics of Financial Markets (Springer Finance)

ISBN:

1441919422

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.

Details of the book - Mathematics of Financial Markets (Springer Finance)


EAN (ISBN-13): 9781441919427
ISBN (ISBN-10): 1441919422
Hardcover
Paperback
Publishing year: 2010
Publisher: Springer-Verlag GmbH
368 Pages
Weight: 0,546 kg
Language: eng/Englisch

Book in our database since 03.03.2010 14:06:26
Book found last time on 11.11.2016 17:28:52
ISBN/EAN: 1441919422

ISBN - alternate spelling:
1-4419-1942-2, 978-1-4419-1942-7

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