Name: Financial Markets in Continuous Time (Springer Finance) (in English)
Price: 52.09 USD
Availability: InStock
Author: Rose-Anne Dana; Monique Jeanblanc
ISBN: 9783540711490

portada Financial Markets in Continuous Time (Springer Finance) (in English)

Type

Physical Book

Publisher

Springer

Author

Rose-Anne Dana; Monique Jeanblanc

Year

2007

Language

English

Pages

340

Format

Paperback

ISBN

354071149x

ISBN13

9783540711490

Edition No.

Synopsis "Financial Markets in Continuous Time (Springer Finance) (in English)"

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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Financial Markets in Continuous Time (Springer Finance) (in English) - Rose-Anne Dana; Monique Jeanblanc

Synopsis "Financial Markets in Continuous Time (Springer Finance) (in English)"

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