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Financial Markets: Stochastic Analysis and the Pricing of Derivative Securities - Translations of Mathematical Monographs American Mathematical Society
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Financial Markets: Stochastic Analysis and the Pricing of Derivative Securities - Translations of Mathematical Monographs
American Mathematical Society
Financial mathematics is going through a period of intensive development, particularly in the area of stochastic analysis. This work presents a comprehensive, self-contained introduction to stochastic financial mathematics. It comprises the basic methods and key results of the theory of derivative securities pricing in discrete financial markets.
Illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | April 30, 1999 |
| ISBN13 | 9780821810828 |
| Publishers | American Mathematical Society |
| Dimensions | 150 × 220 × 20 mm · 510 g |