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Contribution Details
| Type | Book/Research Monograph |
| Scope | Discipline-based scholarship |
| Title | Mathematical Methods for Financial Markets |
| Organization Unit | |
| Authors |
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| Status | Published in final form |
| Language |
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| Place of Publication | Heidelberg |
| Publisher | Springer |
| ISBN | 978-1-85233-376-8 |
| Series Name | Springer Finance |
| Number of Pages | 755 |
| Date | 2009-06 |
| Abstract Text | Stochastic processes of common use in mathematical finance are presented throughout this book, which consists of eleven chapters, interlacing on the one hand financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, default risk, ruin, and on the other hand, Brownian motion, diffusion processes, Lévy processes, together with the basic properties of these processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. Only basic knowledge of probability theory is assumed; the book is organized so that the mathematical facts pertaining to a given financial question are gathered close to the study of that question. |
| Official URL | http://www.springer.com/math/quantitative+finance/book/978-1-85233-376-8 |
| Digital Object Identifier | 10.1007/978-1-84628-737-4 |
| Other Identification Number | merlin-id:467 |
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