Financial Markets

American Mathematical Society

American Mathematical Society, 1999

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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.

ISBN-13
9780821810828
ISBN-10
0821810820
Publisher
American Mathematical Society
Year
1999
Publication date
1999-04-30
Weight
510