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Mathematics of Financial Markets (Springer Finance)
Mathematics of Financial Markets - Springer Finance
Author: Robert J. Elliott, P. Ekkehard Kopp
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-t...  more »
ISBN-13: 9781441919427
ISBN-10: 1441919422
Publication Date: 11/2/2010
Pages: 352
Edition: 2nd ed.
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Publisher: Springer
Book Type: Paperback
Other Versions: Hardcover
Members Wishing: 0
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