Rose-Anne Dana

(Author)

Financial Markets in Continuous TimePaperback, 12 July 2007

Financial Markets in Continuous Time
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Part of Series
Springer Finance
Part of Series
Springer Finance Textbooks
Print Length
324 pages
Language
English
Publisher
Springer
Date Published
12 Jul 2007
ISBN-10
354071149X
ISBN-13
9783540711490

Description

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.

Product Details

Authors:
Rose-Anne DanaMonique Jeanblanc
Book Format:
Paperback
Country of Origin:
DE
Date Published:
12 July 2007
Dimensions:
23.42 x 18.26 x 2.01 cm
ISBN-10:
354071149X
ISBN-13:
9783540711490
Language:
English
Location:
Berlin, Heidelberg
Pages:
324
Publisher:
Weight:
489.88 gm

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