Mathematical Methods for Financial Markets
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The work Mathematical Methods for Financial Markets represents a distinct intellectual or artistic creation found in University of Oklahoma Libraries. This resource is a combination of several types including: Work, Language Material, Books.
The Resource
Mathematical Methods for Financial Markets
Resource Information
The work Mathematical Methods for Financial Markets represents a distinct intellectual or artistic creation found in University of Oklahoma Libraries. This resource is a combination of several types including: Work, Language Material, Books.
 Label
 Mathematical Methods for Financial Markets
 Statement of responsibility
 by Monique Jeanblanc, Marc Yor, Marc Chesney
 Language

 eng
 eng
 Summary
 Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. The subject draws upon quite difficult results from the theory of stochastic processes, stochastic calculus and differential equations, among others, which can be daunting for the beginning researcher. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The authors proceed by successive generalisations with increasing complexity assuming some basic knowledge of probability theory. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice
 Dewey number
 332.0151
 http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut

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 Image bit depth
 0
 Language note
 English
 LC call number
 HJ99940
 Literary form
 non fiction
 Nature of contents
 dictionaries
 Series statement
 Springer Finance Textbooks
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