Mathematics of Financial Markets (Record no. 47371)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01324 a2200205 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781441919427 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.60151 ELL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Elliott, Robert J |
| 245 ## - TITLE STATEMENT | |
| Title | Mathematics of Financial Markets |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc | Springer |
| Date of publication, distribution, etc | 2005 |
| Place of publication, distribution, etc | New York |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 352 |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Springer Finance |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modem stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory, which includes a detailed analysis of the Black-Scholes model and its generalizations, American put options, term structure models and consumption-investment problems. The mathematics of martingales and stochastic calculus is devel oped where it is needed. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investments-Mathematics. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic Analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Options (Finance)-Mathematical Models |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Kopp, P. E |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Source of classification or shelving scheme | Dewey Decimal Classification |
No items available.
