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Mathematics of Financial Markets [electronic resource]
- 作者： Elliott, Robert J. (Robert James), 1940-
- 其他作者：
- 出版： New York, NY : Springer Science+Business Media Inc.
- 版本：Second edition.
- 叢書名： Springer finance
- 主題： Investments--Mathematics , Stochastic analysis , Options (Finance)--Mathematical models , Securities--Prices--Mathematical models , Mathematics , Statistics for Business/Economics/Mathematical Finance/Insurance. , Probability Theory and Stochastic Processes. , Quantitative Finance. , Measure and Integration.
- ISBN： 9780387226408 (electronic bk.) 、 9780387212920 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
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讀者標籤：
- 系統號： 005017437 | 機讀編目格式
館藏資訊
This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. This new edition adds substantial material from current areas of active research, such as coherent risk measures with applications to hedging, the arbitrage interval for incomplete discrete-time markets, and risk and return and sensitivity analysis for the Black-Scholes model.
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