Mathematical Methods for Financial Markets (Springer Finance)

Mathematical Methods for Financial Markets (Springer Finance)

by Marc Yor (Author), Monique Jeanblanc (Author), Marc Chesney (Author), Marc Yor (Author), Monique Jeanblanc (Author), Marc Chesney (Author)

Synopsis

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 Levy and diffusion processes.

$151.85

Quantity

20+ in stock

More Information

Format: Illustrated
Pages: 758
Edition: 2009
Publisher: Springer
Published: 13 Oct 2009

ISBN 10: 1852333766
ISBN 13: 9781852333768