Product Information
This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. This new edition adds substantial material from current areas of active research, such as coherent risk measures with applications to hedging, the arbitrage interval for incomplete discrete-time markets, and risk and return and sensitivity analysis for the Black-Scholes model.Product Identifiers
PublisherSpringer-Verlag New York Inc.
ISBN-139781441919427
eBay Product ID (ePID)178327117
Product Key Features
Number of Pages354 Pages
Publication NameMathematics of Financial Markets
LanguageEnglish
SubjectAccounting, Government, Mathematics
Publication Year2010
TypeTextbook
AuthorRobert J Elliott, P. Ekkehard Kopp
SeriesSpringer Finance
Dimensions
Item Height235 mm
Item Weight563 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorP. Ekkehard Kopp, Robert J Elliott