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Mathematics of Financial Markets

Mathematics of Financial Markets (Hardback)

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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.

BusinessBusiness & managementBusiness mathematics & systemsBusinessFinance & accountingFinanceScience & MathematicsMathematicsApplied mathematics Publisher: Springer-Verlag New York Inc. Publication Date: 08/10/2004 ISBN-13: 9780387212920  Details: Type: Hardback Format: Books
Availability: Printed to order. Despatched in 2-3 weeks.  

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