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Mathematical Methods for Financial Markets

Name: Mathematical Methods for Financial Markets
Brand: Springer London Ltd
SKU: 01425749
Price: 100.05 EUR
Availability: InStock
Author: Monique Jeanblanc
ISBN: 9781447125242

Monique Jeanblanc

Marc Yor

Marc Chesney

Language

English

Book Paperback

Libristo code: 01425749

Publishers Springer London Ltd, March 2012

Stochastic processes of common use in mathematical finance are presented in this book, which interla... Full description

Libristo code: 01425749

243 b

100.05 €

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Stochastic processes of common use in mathematical finance are presented in this book, which interlaces financial concepts and instruments such as arbitrage opportunities, option pricing and default risk with Brownian motion and Lévy and diffusion processes.This book interlaces financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, default risk, ruin, with Brownian motion, diffusion processes, Lévy processes, together with the basic properties of these processes. The first half of the book is devoted to continuous path processes while the second half covers discontinuous processes. Assuming only basic knowledge of probability theory, the book is organized so that the mathematical facts pertaining to a given financial question are gathered close to the study of that question.