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Mathematics of Financial Markets / P. Ekkehard Kopp (u. a.) / Taschenbuch / Springer Finance Textbooks / Paperback / xii / Englisch / 2010 / Springer New York / EAN 9781441919427 - Kopp, P. Ekkehard
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Kopp, P. Ekkehard:

Mathematics of Financial Markets / P. Ekkehard Kopp (u. a.) / Taschenbuch / Springer Finance Textbooks / Paperback / xii / Englisch / 2010 / Springer New York / EAN 9781441919427 - pocketboek

2010, ISBN: 9781441919427

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[ED: Taschenbuch], [PU: Springer New York], This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, future… Meer...

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Mathematics of Financial Markets | P. Ekkehard Kopp (u. a.) | Taschenbuch | Springer Finance Textbooks | Paperback | xii | Englisch | 2010 | Springer New York | EAN 9781441919427 - Kopp, P. Ekkehard
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Kopp, P. Ekkehard:

Mathematics of Financial Markets | P. Ekkehard Kopp (u. a.) | Taschenbuch | Springer Finance Textbooks | Paperback | xii | Englisch | 2010 | Springer New York | EAN 9781441919427 - pocketboek

2010, ISBN: 9781441919427

gebonden uitgave

[ED: Taschenbuch], [PU: Springer New York], This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, future… Meer...

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3
Mathematics of Financial Markets / P. Ekkehard Kopp (u. a.) / Taschenbuch / Springer Finance Textbooks / Paperback / xii / Englisch / 2010 / Springer New York / EAN 9781441919427 - Kopp, P. Ekkehard
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Kopp, P. Ekkehard:
Mathematics of Financial Markets / P. Ekkehard Kopp (u. a.) / Taschenbuch / Springer Finance Textbooks / Paperback / xii / Englisch / 2010 / Springer New York / EAN 9781441919427 - pocketboek

2010

ISBN: 9781441919427

gebonden uitgave

[ED: Taschenbuch], [PU: Springer New York], This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, future… Meer...

Verzendingskosten:Versandkostenfrei, Versand nach Deutschland. (EUR 0.00) Buchbär
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4
Mathematics of Financial Markets | P. Ekkehard Kopp (u. a.) | Taschenbuch | Springer Finance Textbooks | Paperback | xii | Englisch | 2010 | Springer New York | EAN 9781441919427 - Kopp, P. Ekkehard
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Kopp, P. Ekkehard:
Mathematics of Financial Markets | P. Ekkehard Kopp (u. a.) | Taschenbuch | Springer Finance Textbooks | Paperback | xii | Englisch | 2010 | Springer New York | EAN 9781441919427 - pocketboek

2010, ISBN: 9781441919427

gebonden uitgave

[ED: Taschenbuch], [PU: Springer New York], This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, future… Meer...

Verzendingskosten:Versandkostenfrei, Versand nach Deutschland. (EUR 0.00) preigu
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5
Mathematics of Financial Markets - Elliott, Robert J.;Kopp, P. Ekkehard
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Elliott, Robert J.;Kopp, P. Ekkehard:
Mathematics of Financial Markets - pocketboek

2010, ISBN: 9781441919427

[ED: Softcover], [PU: Springer / Springer New York / Springer, Berlin], This book presents the mathematics that underpins pricing models for derivative securities in modern financial mark… Meer...

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Mathematics of Financial Markets (Springer Finance)
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ISBN:

9781441919427


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.

Gedetalleerde informatie over het boek. - Mathematics of Financial Markets (Springer Finance)


EAN (ISBN-13): 9781441919427
ISBN (ISBN-10): 1441919422
Gebonden uitgave
pocket book
Verschijningsjaar: 2010
Uitgever: Springer
368 Bladzijden
Gewicht: 0,546 kg
Taal: eng/Englisch

Boek bevindt zich in het datenbestand sinds 2010-03-03T14:06:26+01:00 (Amsterdam)
Detailpagina laatst gewijzigd op 2024-03-11T11:53:12+01:00 (Amsterdam)
ISBN/EAN: 9781441919427

ISBN - alternatieve schrijfwijzen:
1-4419-1942-2, 978-1-4419-1942-7
alternatieve schrijfwijzen en verwante zoekwoorden:
Auteur van het boek: kopp, elliott, may ekkehard, robert elliot
Titel van het boek: what mathematics, ekkehard, mathematics financial markets, springer mathematics

Gegevens van de uitgever

Auteur: Robert J Elliott
Titel: Springer Finance; Springer Finance Textbooks; Mathematics of Financial Markets
Uitgeverij: Springer; Springer US
354 Bladzijden
Verschijningsjaar: 2010-11-25
New York; NY; US
Gedrukt / Gemaakt in
Taal: Engels
65,99 € (DE)

BC; Hardcover, Softcover / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; Black-Scholes; Markov model; Martingale; Probability theory; Stochastic calculus; calculus; measure theory; stochastics; quantitative finance; Mathematics in Business, Economics and Finance; Statistics in Business, Management, Economics, Finance, Insurance; Probability Theory; Measure and Integration; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Integralrechnung und -gleichungen; BB; BB; EA

This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory, which includes a detailed analysis of the Black-Scholes model and its generalizations, American put options, term structure models and consumption-investment problems. The mathematics of martingales and stochastic calculus is developed where it is needed. The new edition adds substantial material from current areas of active research, notably: a new chapter on coherent risk measures, with applications to hedging a complete proof of the first fundamental theorem of asset pricing for general discrete market models the arbitrage interval for incomplete discrete-time markets characterization of complete discrete-time markets, using extended models risk and return and sensitivity analysis for the Black-Scholes model The treatment remains careful and detailed rather than comprehensive, with a clear focus on options. From here the reader can progress to the current research literature and the use of similar methods for more exotic financial instruments. The text should prove useful to graduates with a sound mathematical background, ideally a knowledge of elementary concepts from measure-theoretic probability, who wish to understand the mathematical models on which the bewildering multitude of current financial instruments used in derivative markets and credit institutions is based. The first edition has been used successfully in a wide range of Master’s programs in mathematical finance and this new edition should prove even more popular in this expanding market. It should equally be useful to risk managers and practitioners looking to master the mathematical tools needed for modern pricing and hedging techniques. Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary, having held positions in mathematics at the University of Alberta, Hull, Oxford, Warwick, and Northwestern. He is the author of over 300 research papers and several books, including Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and, with Lakhdar Aggoun, Measure Theory and Filtering: Theory and Applications. He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications and the Canadian Applied Mathematics Quarterly. P. Ekkehard Kopp is Professor of Mathematics, and a former Pro-Vice-Chancellor, at the University of Hull. He is the author of Martingales and Stochastic Integrals, Analysis and, with Marek Capinski, of Measure, Integral and Probability. He is a member of the Editorial Board of Springer Finance.  

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9781475771466 Mathematics of Financial Markets (Robert J Elliott/ P. Ekkehard Kopp)

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