Mathematics of Financial Markets

Mathematics of Financial Markets

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Beginning with the mathematics used in discrete-time models, the text provides a basic explanation before moving on to the more difficult continuous-time models. It includes detailed analyses of the Black-Scholes theory, American put options, term structure models, a consumption-investment problems.aquot;--BOOK JACKET. This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets.

Title:Mathematics of Financial Markets
Author:Robert J. Elliott, P. Ekkehard Kopp
Publisher:Springer Science & Business Media - 2005-01-01


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