Mathematical Methods for Financial Markets by Monique Jeanblanc, Marc Yor, Marc Chesney
Estimated delivery 3-12 business days
Format Hardcover
Condition Brand New
Description Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools.
Publisher Description
Stochastic processes of common use in Mathematical finance are presented throughout the book, which consists of eleven chapters, interlacing on one hand financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, default risk, ruin, and on the other hand, Brownian motion, diffusion processes, Levy processes, together with the basic properties of these processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes.Only basic knowledge of probability theory is assumed; the book is organized so that the mathematical facts pertaining to a given financial question are gathered close to the study of that question.
Details ISBN 1852333766 ISBN-13 9781852333768 Title Mathematical Methods for Financial Markets Author Monique Jeanblanc, Marc Yor, Marc Chesney Format Hardcover Year 2009 Pages 732 Edition 2009th Publisher Springer London Ltd GE_Item_ID:140214935; About Us
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