Mathematical Methods for Financial Markets
By Chesney Marc
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ISBN: 9781852333768Publisher: SpringerYear: 2009Pages: 758Tracked delivery
Code: 9781852333768
Mathematical Methods for Financial Markets
Marc Chesney, 2009
Overview
This book explores stochastic processes frequently used in mathematical finance. It is structured into eleven chapters, integrating financial concepts like arbitrage, contingent claims, option pricing, and default risk with mathematical tools such as Brownian motion, diffusion, and Levy processes. The initial chapters focus on continuous path processes, while the latter half addresses discontinuous ones.
Who it's for
- Readers with a basic understanding of probability theory.
- Students and professionals in finance and mathematics.
- Those interested in the mathematical underpinnings of financial markets.
Key features
- Binding: Hardcover
- Publisher: Springer
- Year: 2009
- Pages: 758
- ISBN: 9781852333768