Mathematical Methods for Financial Markets

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Product Overview

Stochastic processes of common use in mathematical finance are presented in this book, which interlaces financial concepts and instruments such as arbitrage opportunities, option pricing and default risk with Brownian motion and Levy and diffusion processes.

Specifications

Publisher Springer Verlag
Mfg Part# 9781852333768
SKU 210824320
Format Hardcover
ISBN10 1852333766
Release Date 8/5/2009
Physical
Dimensions (in Inches) 9.5H x 6.5L x 1.75T
From the Publisher
Editors Note Incorporates financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, and others. The first half of this book is devoted to continuous path processes, while the second half covers discontinuous processes.
Editors Note 1 Presents stochastic processes of common use in mathematical finance. This book deals with continuous path processes and discontinuous processes.
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Format: Hardcover
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