This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options.
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This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options.
Imprint | Springer-Verlag |
Country of origin | Germany |
Series | Springer Finance Textbooks |
Release date | July 2007 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2003 |
Authors | Rose-Anne Dana, Monique Jeanblanc |
Translators | A. Kennedy |
Dimensions | 235 x 155 x 18mm (L x W x T) |
Format | Paperback |
Pages | 324 |
Edition | 1st ed. 2003. Corr. 2nd printing 2007 |
ISBN-13 | 978-3-540-71149-0 |
Barcode | 9783540711490 |
Categories | |
LSN | 3-540-71149-X |