Robert J. Elliott and P. Ekkehard Kopp

Mathematics of Financial Markets. (= Springer Finance).

• Buch

Produktdetails

• Verlag: Springer
• ISBN-13: 9780387985534
• ISBN-10: 0387985530
• Artikelnr.: 23921698

Inhaltsangabe

- Pricing by Arbitrage
- Martingale Measures
- The Fundamental Theorem of Asset Pricing
- Complete Markets and Martingale Representation
- Stopping Times and American Options
- A Rezension of Continuous Time Stochastic Calculus
- European Options in Continuous Time
- The American Option
- Bonds and Term Structure
- Consumption-Investment Strategies