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Mathematics of Financial Markets / P. Ekkehard Kopp (u. a.) / Taschenbuch / Springer Finance Textbooks / Paperback / xii / Englisch / 2010 / Springer New York / EAN 9781441919427 - Kopp, P. Ekkehard
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Kopp, P. Ekkehard:

Mathematics of Financial Markets / P. Ekkehard Kopp (u. a.) / Taschenbuch / Springer Finance Textbooks / Paperback / xii / Englisch / 2010 / Springer New York / EAN 9781441919427 - edizione con copertina flessibile

2010, ISBN: 9781441919427

edizione con copertina rigida

[ED: Taschenbuch], [PU: Springer New York], This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, future… Altro …

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Mathematics of Financial Markets | P. Ekkehard Kopp (u. a.) | Taschenbuch | Springer Finance Textbooks | Paperback | xii | Englisch | 2010 | Springer New York | EAN 9781441919427 - Kopp, P. Ekkehard
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Kopp, P. Ekkehard:

Mathematics of Financial Markets | P. Ekkehard Kopp (u. a.) | Taschenbuch | Springer Finance Textbooks | Paperback | xii | Englisch | 2010 | Springer New York | EAN 9781441919427 - edizione con copertina flessibile

2010, ISBN: 9781441919427

edizione con copertina rigida

[ED: Taschenbuch], [PU: Springer New York], This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, future… Altro …

Costi di spedizione:Versandkostenfrei, Versand nach Deutschland. (EUR 0.00) preigu
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3
Mathematics of Financial Markets / P. Ekkehard Kopp (u. a.) / Taschenbuch / Springer Finance Textbooks / Paperback / xii / Englisch / 2010 / Springer New York / EAN 9781441919427 - Kopp, P. Ekkehard
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da booklooker.de
€ 79,96
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Kopp, P. Ekkehard:
Mathematics of Financial Markets / P. Ekkehard Kopp (u. a.) / Taschenbuch / Springer Finance Textbooks / Paperback / xii / Englisch / 2010 / Springer New York / EAN 9781441919427 - edizione con copertina flessibile

2010

ISBN: 9781441919427

edizione con copertina rigida

[ED: Taschenbuch], [PU: Springer New York], This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, future… Altro …

Costi di spedizione:Versandkostenfrei, Versand nach Deutschland. (EUR 0.00) Buchbär
Chiudere (X)
4
Mathematics of Financial Markets | P. Ekkehard Kopp (u. a.) | Taschenbuch | Springer Finance Textbooks | Paperback | xii | Englisch | 2010 | Springer New York | EAN 9781441919427 - Kopp, P. Ekkehard
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da booklooker.de
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Kopp, P. Ekkehard:
Mathematics of Financial Markets | P. Ekkehard Kopp (u. a.) | Taschenbuch | Springer Finance Textbooks | Paperback | xii | Englisch | 2010 | Springer New York | EAN 9781441919427 - edizione con copertina flessibile

2010, ISBN: 9781441919427

edizione con copertina rigida

[ED: Taschenbuch], [PU: Springer New York], This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, future… Altro …

Costi di spedizione:Versandkostenfrei, Versand nach Deutschland. (EUR 0.00) preigu
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Mathematics of Financial Markets - Elliott, Robert J.;Kopp, P. Ekkehard
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Elliott, Robert J.;Kopp, P. Ekkehard:
Mathematics of Financial Markets - edizione con copertina flessibile

2010, ISBN: 9781441919427

[ED: Softcover], [PU: Springer / Springer New York / Springer, Berlin], This book presents the mathematics that underpins pricing models for derivative securities in modern financial mark… Altro …

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Dettagli del libro
Mathematics of Financial Markets (Springer Finance)
Autore:
Titolo:
ISBN:

1441919422


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.

Informazioni dettagliate del libro - Mathematics of Financial Markets (Springer Finance)


EAN (ISBN-13): 9781441919427
ISBN (ISBN-10): 1441919422
Copertina rigida
Copertina flessibile
Anno di pubblicazione: 2010
Editore: Springer
368 Pagine
Peso: 0,546 kg
Lingua: eng/Englisch

Libro nella banca dati dal 2010-03-03T14:06:26+01:00 (Zurich)
Pagina di dettaglio ultima modifica in 2024-03-11T11:53:12+01:00 (Zurich)
ISBN/EAN: 1441919422

ISBN - Stili di scrittura alternativi:
1-4419-1942-2, 978-1-4419-1942-7
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : kopp, elliott, may ekkehard, robert elliot
Titolo del libro: what mathematics, ekkehard, mathematics financial markets, springer mathematics

Dati dell'editore

Autore: Robert J Elliott
Titolo: Springer Finance; Springer Finance Textbooks; Mathematics of Financial Markets
Editore: Springer; Springer US
354 Pagine
Anno di pubblicazione: 2010-11-25
New York; NY; US
Stampato / Fatto in
Lingua: Inglese
65,99 € (DE)

BC; Hardcover, Softcover / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; Black-Scholes; Markov model; Martingale; Probability theory; Stochastic calculus; calculus; measure theory; stochastics; quantitative finance; Mathematics in Business, Economics and Finance; Statistics in Business, Management, Economics, Finance, Insurance; Probability Theory; Measure and Integration; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Integralrechnung und -gleichungen; BB; BB; EA

This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory, which includes a detailed analysis of the Black-Scholes model and its generalizations, American put options, term structure models and consumption-investment problems. The mathematics of martingales and stochastic calculus is developed where it is needed. The new edition adds substantial material from current areas of active research, notably: a new chapter on coherent risk measures, with applications to hedging a complete proof of the first fundamental theorem of asset pricing for general discrete market models the arbitrage interval for incomplete discrete-time markets characterization of complete discrete-time markets, using extended models risk and return and sensitivity analysis for the Black-Scholes model The treatment remains careful and detailed rather than comprehensive, with a clear focus on options. From here the reader can progress to the current research literature and the use of similar methods for more exotic financial instruments. The text should prove useful to graduates with a sound mathematical background, ideally a knowledge of elementary concepts from measure-theoretic probability, who wish to understand the mathematical models on which the bewildering multitude of current financial instruments used in derivative markets and credit institutions is based. The first edition has been used successfully in a wide range of Master’s programs in mathematical finance and this new edition should prove even more popular in this expanding market. It should equally be useful to risk managers and practitioners looking to master the mathematical tools needed for modern pricing and hedging techniques. Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary, having held positions in mathematics at the University of Alberta, Hull, Oxford, Warwick, and Northwestern. He is the author of over 300 research papers and several books, including Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and, with Lakhdar Aggoun, Measure Theory and Filtering: Theory and Applications. He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications and the Canadian Applied Mathematics Quarterly. P. Ekkehard Kopp is Professor of Mathematics, and a former Pro-Vice-Chancellor, at the University of Hull. He is the author of Martingales and Stochastic Integrals, Analysis and, with Marek Capinski, of Measure, Integral and Probability. He is a member of the Editorial Board of Springer Finance.  
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