๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Mathematics of Financial Markets

โœ 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.

โœฆ 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.


๐Ÿ“œ SIMILAR VOLUMES


Mathematics of Financial Markets
โœ Elliot R.J., Kopp P.E. ๐Ÿ“‚ Library ๐Ÿ“… 1998 ๐Ÿ› Springer ๐ŸŒ English โš– 5 MB

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

Mathematical Techniques in Financial Mar
โœ Don K. Mak ๐Ÿ“‚ Library ๐Ÿ“… 2006 ๐Ÿ› World Scientific ๐ŸŒ English โš– 2 MB

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

[Springer Finance] Mathematics of Financ
โœ , ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› Springer-Verlag ๐ŸŒ English โš– 318 KB

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

Automating financial markets
โœ SGP Dennis ๐Ÿ“‚ Article ๐Ÿ“… 1984 ๐Ÿ› Elsevier Science โš– 782 KB
WORLD FINANCIAL MARKETS
โœ T.J. VALENTINE ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› Economic Society of Australia ๐ŸŒ English โš– 496 KB
China's financial markets
โœ Robert P. Forrestal ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 687 KB