Financial Markets in Continuous Time
(Sprache: Englisch)
This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time...
Leider schon ausverkauft
versandkostenfrei
Buch
69.54 €
34 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
- Ratenzahlung möglich
Produktdetails
Produktinformationen zu „Financial Markets in Continuous Time “
Klappentext zu „Financial Markets in Continuous Time “
This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options.
Inhaltsverzeichnis zu „Financial Markets in Continuous Time “
- The Discrete Case- Dynamic Models in Discrete Time
- The Black-Scholes Formula
- Portfolios Optimizing Wealth and Consumption
- The Yield Curve
- Equilibrium of Financial Markets in Discrete Time
- Equilibrium of Financial Markets in Continuous Time. The Complete Markets Case
- Incomplete Markets
- Exotic Options
- Appendix A: Brownian Motion
- Appendix B: Numerical Methods
Bibliographische Angaben
- Autoren: Rose-Anne Dana , Monique Jeanblanc
- 2007, 2003., 324 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Übersetzung:Kennedy, A.
- Übersetzer: A. Kennedy
- Verlag: Springer
- ISBN-10: 354071149X
- ISBN-13: 9783540711490
- Erscheinungsdatum: 12.07.2007
Sprache:
Englisch
Rezension zu „Financial Markets in Continuous Time “
From the reviews:
Kommentar zu "Financial Markets in Continuous Time"
0 Gebrauchte Artikel zu „Financial Markets in Continuous Time“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Financial Markets in Continuous Time".
Kommentar verfassen