Prices in Financial Markets

Prices in Financial Markets

by Michael U . Dothan (Author)

Synopsis

This textbook on financial markets has two purposes: one is to introduce students to the latest theory of financial markets, and the other is to explain the advanced mathematics that is the language of this theory. It requires students to have a familiarity with the elementary ideas of ordinary calculus, linear algebra, probability, and microeconomics. The theory in the book is the basis for some very successful applications to a large and growing segment of financial markets: futures markets in commodities, interest rates, and stock indexes; and the options markets in the same areas.

$240.79

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 360
Publisher: Oxford University Press
Published: 17 May 1990

ISBN 10: 0195053125
ISBN 13: 9780195053128

Media Reviews
'The great strengths of the book are its logical development of very sophisticated concepts and the examples and exercises. Each major definition and theorem is followed by a simple example. This makes the early chapters on the discrete model, in particular, very useful for teaching at the PhD level.' Richard Stapleton, University of Lancster, Economica, 2/92