Robert J Elliott, P. Ekkehard Kopp

eBook, PDF

Mathematics of Financial Markets (eBook, PDF)

Beschreibung

Mathematical finance is one of the most active areas of research, involving researchers from finance, mathematics, and statistics. This book presents an intermediate-level introduction to this important area.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 2.48MB

Barrierefreiheit

• Text-to-Speech

Autor

Robert J. Elliott, University of Calgary, AL, Canada / P. Ekkehard Kopp, University of Hull, UK

Produktdetails

• Verlag: Springer US
• Seitenzahl: 354
• Erscheinungstermin: 4. Oktober 2005
• Englisch
• ISBN-13: 9780387226408
• Artikelnr.: 43727787

Rezensionen

From the reviews: "...This book is a valuable addition to a graduate student's reference collection. The number of textbooks in mathematical finance is increasing much faster than the number of revolutionary contributions to the field, but this text stands above the crowd." SIAM Review, December 2005 From the reviews of the second edition: "The book is very carefully formatted. ... this book is a valuable addition to a graduate student's reference collection. The number of textbooks in mathematical finance is increasing much faster than the number of revolutionary contributions to the field, but this text stands above the crowd." (Alexandre D'Aspremont, SIAM Reviews, December, 2005) "The emphasis of the first edition of this book was on

developing the mathematical concepts for the rapidly expanding field of mathematical finance. This second edition contains a significant number of changes and additions ... . The target audience is readers with sound mathematical background on elementary concepts from measure-theoretic probability ... . It should be an equally valuable resource to practitioners interested in the mathematical tools ... . will be a very useful addition to any scholarly library." (Theofanis Sapatinas, Journal of Applied Sciences, Vol. 32 (6), 2005) "The second edition adds new matieral from current active research areas. A new chapter on coherent risk measures for instance reflects the recent trend in research and applications in the area of risk management. In summary, this is an excellent textbook in mathematical finance, and I can definitely recommend it." (S. Peng, Short Book Reviews of the ISI, June 2006)