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Mathematics of Financial Markets
Robert J. Elliott, P. Ekkehard KoppHow much do you like this book?
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Recent years have seen a number of introductory texts which focus on the applications of modern stochastic calculus to the theory of finance, and on the pricing models for derivative securities in particular. Some of these books develop the mathematics very quickly, making substantial demands on the readerOs background in advanced probability theory. Others emphasize the financial applications and do not attempt a rigorous coverage of the continuous-time calculus. This book provides a rigorous introduction for those who do not have a good background in stochastic calculus. The emphasis is on keeping the discussion self-contained rather than giving the most general results possible.
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Year:
2005
Edition:
2nd ed
Publisher:
Springer
Language:
english
Pages:
355
ISBN 10:
0387212922
ISBN 13:
9780387212920
Series:
Springer finance
File:
PDF, 1.60 MB
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IPFS:
CID , CID Blake2b
english, 2005
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