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Financial Markets: Stochastic Analysis and the Pricing of Derivative Securities

(Bog, Hardback, Engelsk)
Forfatter: American Mathematical Society
Financial Markets: Stochastic Analysis and the Pricing of Derivative Securities
Forlag: American Mathematical Society

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Beskrivelse

Financial mathematics is going through a period of intensive development, particularly in the area of stochastic analysis. This work presents a comprehensive, self-contained introduction to stochastic financial mathematics. It comprises the basic methods and key results of the theory of derivative securities pricing in discrete financial markets.

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Alle detaljer

Forlag American Mathematical Society
Forfatter American Mathematical Society
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 30-04-1999
Første udgivelsesår 1999
Serie Translations of Mathematical Monographs
Illustrationer Illustrations
Originalsprog United States
Indbinding Hardback
Forlag American Mathematical Society
Sideoplysninger Illustrations
ISBN-13 / EAN-13 9780821810828