Overview
- Unlike other texts available in the field, this book is written to be accessible to both mathematicians and practitioners
- Rather than provide full proofs throughout, the authors give the essence of the argument and then refer readers to the literature whenever the discussion might become too technical.
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Finance (FINANCE)
Part of the book sub series: Springer Finance Textbooks (SFTEXT)
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Table of contents (11 chapters)
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Front Matter
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Continuous Path Processes
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Front Matter
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Back Matter
Keywords
About this book
Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes.
The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice.
Authors and Affiliations
Bibliographic Information
Book Title: Mathematical Methods for Financial Markets
Authors: Monique Jeanblanc, Marc Yor, Marc Chesney
Series Title: Springer Finance
DOI: https://doi.org/10.1007/978-1-84628-737-4
Publisher: Springer London
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag London Ltd. 2009
Hardcover ISBN: 978-1-85233-376-8Published: 13 October 2009
Softcover ISBN: 978-1-4471-2524-2Published: 14 March 2012
eBook ISBN: 978-1-84628-737-4Published: 03 October 2009
Series ISSN: 1616-0533
Series E-ISSN: 2195-0687
Edition Number: 1
Number of Pages: XXVI, 732
Number of Illustrations: 9 b/w illustrations
Topics: Public Economics, Applications of Mathematics, Quantitative Finance, Finance, general, Probability Theory and Stochastic Processes