Mathematical Methods for Financial Markets |
|
| Author:
| Chesney, Marc
Jeanblanc, Monique
Yor, Marc |
| ISBN: | 978-1-4471-2524-2 |
| Publication Date: | Mar 2012 |
| Publisher: | Springer
|
| Book Format: | Paperback |
| List Price: | AUD $157.95 |
Book Description:
|
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 Lévy and diffusion processes.
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 Lévy and diffusion processes.