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商品詳細
Financial Markets in Continuous Time. Tr. from the French by A. Kennedy.
・ISBN 978-3-540-43403-0 hard EUR 49.99
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| 著者・編者 | Dana, Rose-Anne / Jeanblanc, M., / Tr. from the French by A. Kennedy |
|---|---|
| シリーズ | Springer Finance |
| 出版社 | (Springer, GW) |
| 出版年月 | 2003 |
| ページ数 | 324 pp. |
| 言語 | ENG |
| ニュース番号 | ＜494-335＞ |
解説
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.