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
Mathematics of Financial Markets
โ Scribed by Robert J. Elliott, P. Ekkehard Kopp
- Book ID
- 127426616
- Publisher
- Springer
- Year
- 2005
- Tongue
- English
- Weight
- 2 MB
- Series
- Springer finance
- Edition
- 2nd ed
- Category
- Library
- City
- New York
- ISBN-13
- 9780387212920
No coin nor oath required. For personal study only.
โฆ Synopsis
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.
๐ SIMILAR VOLUMES
The present book contains much more materials than the author's previous book The Science of Financial Market Trading. Spectrum analysis is again emphasized for the characterization of technical indicators employed by traders and investors. New indicators are created. Mathematical analysis is applie
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