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[Springer Finance] Mathematics of Financial Markets || The First Fundamental Theorem

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Book ID: 120350266
Publisher: Springer-Verlag
Year: 2005
Tongue: English
Weight: 318 KB
Edition: 2nd
Category: Article
ISBN-13: 9780387212920
DOI: 10.1007/0-387-22640-0_3

No coin nor oath required. For personal study only.

✦ 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.

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