Mathematics of financial markets /
"This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from moder...
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Format: | Book |
Language: | English |
Published: |
New York :
Springer,
©2005.
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Edition: | 2nd ed. |
Series: | Springer finance
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Subjects: |