Author : Robert J. Elliott
Publisher : Springer Science & Business Media
ISBN 13 : 0387212922
Total Pages : 356 pages
Book Rating : 4.20/5 ( download)
Book Synopsis Mathematics of Financial Markets by : Robert J. Elliott
Download or read book Mathematics of Financial Markets written by Robert J. Elliott and published by Springer Science & Business Media. This book was released on 2005 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.