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Mathematics of Financial Markets by Robert J. Elliott 9780387212920
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Mathematics of Financial Markets by Robert J. Elliott 9780387212920

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Description

This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. This new edition adds substantial material from current areas of active research, such as coherent risk measures with applications to hedging, the arbitrage interval for incomplete discrete-time markets, and risk and return and sensitivity analysis for the Black-Scholes model.

Book Information
ISBN 9780387212920
Author Robert J. Elliott
Format Hardback
Page Count 354
Imprint Springer-Verlag New York Inc.
Publisher Springer-Verlag New York Inc.
Weight(grams) 1530g

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