2. Auflage Softcover version of original hardcover Auflage 2005,
354 Seiten, Kartoniert, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 557 g
Reihe: Springer Finance
Kopp / Elliott Mathematics of Financial MarketsThis 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.
Weitere Infos & Material
Pricing by Arbitrage * Martingale Measures * The Fundamental Theorem of Asset Pricing * Complete Markets and Martingale Representation * Stopping Times and American Options * A Review of Continuous Time Stochastic Calculus * European Options in Continuous Time * The American Option * Bonds and Term Structure * Consumption-Investment Strategies *