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Financial Markets in Continuous Time (Paperback, 1st ed. 2003. Corr. 2nd printing 2007) Loot Price: R1,534
Discovery Miles 15 340
Financial Markets in Continuous Time (Paperback, 1st ed. 2003. Corr. 2nd printing 2007): Rose-Anne Dana

Financial Markets in Continuous Time (Paperback, 1st ed. 2003. Corr. 2nd printing 2007)

Rose-Anne Dana; Translated by A. Kennedy; Monique Jeanblanc

Series: Springer Finance Textbooks

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Loot Price R1,534 Discovery Miles 15 340 | Repayment Terms: R144 pm x 12*

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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.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Springer Finance Textbooks
Release date: July 2007
First published: 2003
Authors: Rose-Anne Dana
Translators: A. Kennedy
Authors: Monique Jeanblanc
Dimensions: 235 x 155 x 18mm (L x W x T)
Format: Paperback
Pages: 324
Edition: 1st ed. 2003. Corr. 2nd printing 2007
ISBN-13: 978-3-540-71149-0
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
LSN: 3-540-71149-X
Barcode: 9783540711490

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