Mathematics of Financial Markets

Autor*innen

• Robert Elliott
• P. Ekkehard Kopp

Parameter

• 368 Seiten
• 13 Lesestunden

• Finanzen
• Ökonomie
• Wirtschaft

Mehr zum Buch

This book targets graduate students with a strong mathematical foundation, focusing on mathematical finance. It emphasizes core concepts and applications of martingale theory in financial markets, covering discrete-time models and option pricing through arbitrage. Stochastic calculus is not required, making it accessible to those familiar with basic probability and linear algebra.

• Sprache: Englisch
• Erscheinungsdatum: 2010
• Einband: Paperback