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Lieferstatus:	i.d.R. innert 7-14 Tagen versandfertig
Veröffentlichung:	November 2002
Genre:	Schulbücher
	Applications of Mathematics / C / Economics, Mathematical / incomplete markets / Mathematica / mathematical finance / Mathematics and Statistics / Mathematics in Business, Economics and Finance / Modeling / Optimization / Probabilities / Probability & statistics / Probability Theory / Probability Theory and Stochastic Processes / Quantitative Finance / Rang / Stochastic Calculus / stochastic process / Stochastic Processes / Stochastics / Stochastik / Valuation / Wahrscheinlichkeitsrechnung und Statistik mehr...
ISBN:	9783540434030
EAN-Code:	9783540434030
Verlag:	Springer EN
Einband:	Gebunden
Sprache:	English
Serie:	Springer Finance Springer Finance Textbooks
Dimensionen:	H 235 mm / B 155 mm / D
Gewicht:	1440 gr
Seiten:	324
Illustration:	XII, 324 p.
Zus. Info:	EUDR exemption - product or manufacturing materials placed on the market prior to 31.12.2025.
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

This book explains key financial concepts, mathematical tools and theories of mathematical finance. The range of topics covered is very broad for an introductory text. The book 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 general equilibrium theory and applies this in financial markets. The last part is more advanced and tackles market incompleteness and the valuation of exotic options in a complete market.