Mathematical Methods for Financial Markets (Springer Finance Textbooks) - Softcover

Buch 33 von 53: Springer Finance

Jeanblanc, Monique; Yor, Marc; Chesney, Marc

 
9781447125242: Mathematical Methods for Financial Markets (Springer Finance Textbooks)
Softcover
ISBN 10: 144712524X ISBN 13: 9781447125242
Verlag: Springer, 2012

Inhaltsangabe

Unlike other texts available in the field, this book is written to be accessible to both mathematicians and practitioners

Rather than provide full proofs throughout, the authors give the essence of the argument and then refer readers to the literature whenever the discussion might become too technical.

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Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. The subject draws upon quite difficult results from the theory of stochastic processes, stochastic calculus and differential equations, among others, which can be daunting for the beginning researcher.

This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The authors proceed by successive generalisations with increasing complexity assuming some basic knowledge of probability theory. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes.

The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice.

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Verlag
Springer
Erscheinungsdatum
2012
Sprache
Englisch
ISBN 10 
144712524X
ISBN 13 
9781447125242
Einband
Tapa blanda
Anzahl der Seiten
760
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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Weitere beliebte Ausgaben desselben Titels

9781852333768: Mathematical Methods for Financial Markets (Springer Finance)

Vorgestellte Ausgabe

ISBN 10:  1852333766 ISBN 13:  9781852333768
Verlag: Springer, 2009
Hardcover