ENGLISH

Mathematics of Financial Markets

By Robert J. Elliott , P. Ekkehard Kopp

Book information

Publisher
Springer
Year
2005
ISBN
0387212922, 9780387212920
Open Library ID
OL7444365M
Language
english
Format
PDF
Filesize
2 MB (1680004 bytes)
Series
Springer finance
Edition
2nd ed
Pages
355\355
Library
kolxoz
Time added
2009-07-20 03:45:11

Description

Recent years have seen a number of introductory texts which focus on the applications of modern stochastic calculus to the theory of finance, and on the pricing models for derivative securities in particular. Some of these books develop the mathematics very quickly, making substantial demands on the readerOs background in advanced probability theory. Others emphasize the financial applications and do not attempt a rigorous coverage of the continuous-time calculus. This book provides a rigorous introduction for those who do not have a good background in stochastic calculus. The emphasis is on keeping the discussion self-contained rather than giving the most general results possible.

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