Mathematics of Financial Markets / Edition 2

Mathematics of Financial Markets / Edition 2

by Robert J Elliott, P. Ekkehard Kopp
     
 

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ISBN-10: 1441919422

ISBN-13: 9781441919427

Pub. Date: 11/25/2010

Publisher: Springer New York

Food and Agriculture Organization of the United Nations

Overview

Food and Agriculture Organization of the United Nations

Product Details

ISBN-13:
9781441919427
Publisher:
Springer New York
Publication date:
11/25/2010
Series:
Springer Finance / Springer Finance Textbooks Series, #130
Edition description:
Softcover reprint of hardcover 2nd ed. 2005
Pages:
354
Sales rank:
764,184
Product dimensions:
0.76(w) x 6.14(h) x 9.21(d)

Table of Contents

Pricing by Arbitrage
• Martingale Measures
• The Fundamental Theorem of Asset Pricing
• Complete Markets and Martingale Representation
• Stopping Times and American Options
• A Review of Continuous Time Shastic Calculus
• European Options in Continuous Time
• The American Option
• Bonds and Term Structure
• Consumption-Investment Strategies *

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