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Mathematics of Financial Markets
Elliott, Robert J.; Kopp, P.Ekkehard
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Description for Mathematics of Financial Markets
Hardcover.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2004
Publisher
Springer-Verlag New York Inc. United States
Number of pages
366
Condition
New
Number of Pages
354
Place of Publication
New York, NY, United States
ISBN
9780387212920
SKU
V9780387212920
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Mathematics of Financial Markets
From the reviews: "...This book is a valuable addition to a graduate student's reference collection. The number of textbooks in mathematical finance is increasing much faster than the number of revolutionary contributions to the field, but this text stands above the crowd." SIAM Review, December 2005 From the reviews of the second edition: ... Read more