Mathematics Of Financial Markets

Mathematics Of Financial Markets

eBook - 1999 (orreted seond rinting 2000)
Rate this:

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.

Publisher: New York : Springer, c1999 (corrected second printing 2000)
ISBN: 9780387226408
0387226400
Characteristics: ix, 292 p.
Additional Contributors: Kopp, P. E. 1944-
NetLibrary, Inc

Opinion

From the critics


Community Activity

Comment

Add a Comment

There are no comments for this title yet.

Age Suitability

Add Age Suitability

There are no age suitabilities for this title yet.

Summary

Add a Summary

There are no summaries for this title yet.

Notices

Add Notices

There are no notices for this title yet.

Quotes

Add a Quote

There are no quotes for this title yet.

Explore Further

Browse by Call Number

Recommendations

Subject Headings

  Loading...

Find it at WPL

  Loading...
[]
[]
To Top