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Mathematics Of Financial Markets Springer Finance 2nd Elliott

  • SKU: BELL-55483552
Mathematics Of Financial Markets Springer Finance 2nd Elliott
$ 31.00 $ 45.00 (-31%)

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Mathematics Of Financial Markets Springer Finance 2nd Elliott instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 2.03 MB
Pages: 366
Author: Elliott, Robert J, Kopp, P. Ekkehard
ISBN: 9780387212920, 0387212922
Language: English
Year: 2004
Edition: 2nd

Product desciption

Mathematics Of Financial Markets Springer Finance 2nd Elliott by Elliott, Robert J, Kopp, P. Ekkehard 9780387212920, 0387212922 instant download after payment.

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.

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