Wow! eBook
Mathematics of Financial Markets
Author(s): Robert J Elliott (Editor), P Ekkehard Kopp
- Publisher: Springer
- Publication Date: 15 Jan. 2014
- Language: English
- Print length: 308 pages
- ISBN-10: 1475771479
- ISBN-13: 9781475771473
Book Description
Pricing by Arbitrage * Martingale Measures * The Fundamental Theorem of Asset Pricing * Complete Markets and Martingale Representation * Stopping Times and American Options * A Review of Continuous Time Stochastic Calculus * European Options in Continuous Time * The American Option * Bonds and Term Structure * Consumption-Investment Strategies *
