Mathematical Finance and Probability
A Discrete Introduction
(Sprache: Englisch)
This self-contained book presents the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the professional toolbox in the financial industry. It provides great insight into the underlying economic...
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Klappentext zu „Mathematical Finance and Probability “
This self-contained book presents the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the professional toolbox in the financial industry. It provides great insight into the underlying economic ideas in a very readable form, putting the reader in an excellent position to proceed to the more general continuous-time theory.
Inhaltsverzeichnis zu „Mathematical Finance and Probability “
- Introduction - A Short Primer on Finance
- Positive Linear Functionals
- Finite
- Probability Spaces
- Random Variables
- General One.-period Models
- Information and Randomness
- Independence
- Multiperiod models: The Main Issues
- Conditioning and Martingales
- The Fundamental Theorems of Asset Pricing
- The Cos.-Ross.-Rubinstein Model
- The Central Limit Theorem
- The Black Scholes
- Formula
- Optimal Stopping
- American Claims
Bibliographische Angaben
- Autoren: P. Koch Medina , S. Merino
- 2002, 328 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer
- ISBN-10: 3764369213
- ISBN-13: 9783764369217
- Erscheinungsdatum: 11.12.2002
Sprache:
Englisch
Rezension zu „Mathematical Finance and Probability “
"This is probably the best written book on discrete-time models of mathematical finance. It is self consistent, all notions used in it are carefully defined. That is a mathematical book - by mathematicians and for mathematicians, which also means that its practical applications are restricted. The bibliography is complete. I strongly recommend that title as an introduction to mathematical finance."
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