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 mathematical concepts used in idealised continuous-time models are sophisticated, relying for the most part on the modern stochastic...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Springer
1999
|
| Schriftenreihe: | Springer finance
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Zusammenfassung: | "This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures, and swaps, in modern financial markets. The mathematical concepts used in idealised continuous-time models are sophisticated, relying for the most part on the modern stochastic calculus and its ramifications. In the discrete-time framework, however, many of the underlying ideas can be explained much more simply. The treatment is careful and detailed rather than comprehensive, aiming in particular to provide a clear understanding of pricing and hedging for call and put options. From here the reader can progress to the use of similar methods for more exotic instruments and further research." "The text should prove useful to graduates with a sound mathematical background, ideally including a first course on measure-theoretic probability, who wish to understand the mathematical models on which the multitude of current financial instruments used in derivative markets is based. It is well suited to the needs of the rapidly increasing range of quantitatively oriented Master's programmes that provide an entry into this burgeoning field of research and practice, and should equally be useful to risk managers and other practitioners looking for the mathematical tools with which to understand modern pricing and hedging models and their application."--BOOK JACKET. |
| Beschreibung: | IX, 292 S. graph. Darst. |
| ISBN: | 0387985530 |
Internformat
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Datensatz im Suchindex
| _version_ | 1804127061966585856 |
|---|---|
| adam_text |
|
| any_adam_object | 1 |
| author | Elliott, Robert J. 1940- Kopp, Peter E. 1944- |
| author_GND | (DE-588)129338745 (DE-588)120339889 |
| author_facet | Elliott, Robert J. 1940- Kopp, Peter E. 1944- |
| author_role | aut aut |
| author_sort | Elliott, Robert J. 1940- |
| author_variant | r j e rj rje p e k pe pek |
| building | Verbundindex |
| bvnumber | BV012424738 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4515 |
| callnumber-raw | HG4515.3.E37 1999 |
| callnumber-search | HG4515.3.E37 1999 |
| callnumber-sort | HG 44515.3 E37 41999 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 622 QK 660 QP 890 SK 980 |
| classification_tum | WIR 651f MAT 902f WIR 160f |
| ctrlnum | (OCoLC)231772203 (DE-599)BVBBV012424738 |
| dewey-full | 332.6/01/5121 332.6/01/51 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6/01/51 21 332.6/01/51 |
| dewey-search | 332.6/01/51 21 332.6/01/51 |
| dewey-sort | 3332.6 11 251 221 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV012424738 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:27:22Z |
| institution | BVB |
| isbn | 0387985530 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008430728 |
| oclc_num | 231772203 |
| open_access_boolean | |
| owner | DE-12 DE-91G DE-BY-TUM DE-384 DE-739 DE-824 DE-573 DE-703 DE-20 DE-1047 DE-19 DE-BY-UBM DE-83 DE-11 DE-188 |
| owner_facet | DE-12 DE-91G DE-BY-TUM DE-384 DE-739 DE-824 DE-573 DE-703 DE-20 DE-1047 DE-19 DE-BY-UBM DE-83 DE-11 DE-188 |
| physical | IX, 292 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer finance |
| spelling | Elliott, Robert J. 1940- Verfasser (DE-588)129338745 aut Mathematics of financial markets Robert J. Elliott and P. Ekkehard Kopp New York [u.a.] Springer 1999 IX, 292 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer finance "This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures, and swaps, in modern financial markets. The mathematical concepts used in idealised continuous-time models are sophisticated, relying for the most part on the modern stochastic calculus and its ramifications. In the discrete-time framework, however, many of the underlying ideas can be explained much more simply. The treatment is careful and detailed rather than comprehensive, aiming in particular to provide a clear understanding of pricing and hedging for call and put options. From here the reader can progress to the use of similar methods for more exotic instruments and further research." "The text should prove useful to graduates with a sound mathematical background, ideally including a first course on measure-theoretic probability, who wish to understand the mathematical models on which the multitude of current financial instruments used in derivative markets is based. It is well suited to the needs of the rapidly increasing range of quantitatively oriented Master's programmes that provide an entry into this burgeoning field of research and practice, and should equally be useful to risk managers and other practitioners looking for the mathematical tools with which to understand modern pricing and hedging models and their application."--BOOK JACKET. Analyse stochastique Análisis estocástico Investeringen gtt Investissements - Mathématiques Opciones (Finanzas) - Modelos matemáticos Opties gtt Options (Finances) - Modèles mathématiques Stochastische analyse gtt Valeurs mobilières - Prix - Modèles mathématiques Valores - Precios - Modelos matemáticos Wiskundige modellen gtt Mathematik Mathematisches Modell Investments -- Mathematics Stochastic analysis Options (Finance) -- Mathematical models Securities -- Prices -- Mathematical models Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Zinsänderungsrisiko (DE-588)4067851-9 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Finanzinnovation (DE-588)4124975-6 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Preisbildung (DE-588)4047103-2 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Finanzinnovation (DE-588)4124975-6 s Zinsänderungsrisiko (DE-588)4067851-9 s Finanzmathematik (DE-588)4017195-4 s Kapitalmarkt (DE-588)4029578-3 s Kopp, Peter E. 1944- Verfasser (DE-588)120339889 aut DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008430728&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Elliott, Robert J. 1940- Kopp, Peter E. 1944- Mathematics of financial markets Analyse stochastique Análisis estocástico Investeringen gtt Investissements - Mathématiques Opciones (Finanzas) - Modelos matemáticos Opties gtt Options (Finances) - Modèles mathématiques Stochastische analyse gtt Valeurs mobilières - Prix - Modèles mathématiques Valores - Precios - Modelos matemáticos Wiskundige modellen gtt Mathematik Mathematisches Modell Investments -- Mathematics Stochastic analysis Options (Finance) -- Mathematical models Securities -- Prices -- Mathematical models Kapitalmarkt (DE-588)4029578-3 gnd Zinsänderungsrisiko (DE-588)4067851-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd Finanzinnovation (DE-588)4124975-6 gnd Finanzmathematik (DE-588)4017195-4 gnd Preisbildung (DE-588)4047103-2 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4029578-3 (DE-588)4067851-9 (DE-588)4114528-8 (DE-588)4124975-6 (DE-588)4017195-4 (DE-588)4047103-2 (DE-588)4381572-8 |
| title | Mathematics of financial markets |
| title_auth | Mathematics of financial markets |
| title_exact_search | Mathematics of financial markets |
| title_full | Mathematics of financial markets Robert J. Elliott and P. Ekkehard Kopp |
| title_fullStr | Mathematics of financial markets Robert J. Elliott and P. Ekkehard Kopp |
| title_full_unstemmed | Mathematics of financial markets Robert J. Elliott and P. Ekkehard Kopp |
| title_short | Mathematics of financial markets |
| title_sort | mathematics of financial markets |
| topic | Analyse stochastique Análisis estocástico Investeringen gtt Investissements - Mathématiques Opciones (Finanzas) - Modelos matemáticos Opties gtt Options (Finances) - Modèles mathématiques Stochastische analyse gtt Valeurs mobilières - Prix - Modèles mathématiques Valores - Precios - Modelos matemáticos Wiskundige modellen gtt Mathematik Mathematisches Modell Investments -- Mathematics Stochastic analysis Options (Finance) -- Mathematical models Securities -- Prices -- Mathematical models Kapitalmarkt (DE-588)4029578-3 gnd Zinsänderungsrisiko (DE-588)4067851-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd Finanzinnovation (DE-588)4124975-6 gnd Finanzmathematik (DE-588)4017195-4 gnd Preisbildung (DE-588)4047103-2 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Analyse stochastique Análisis estocástico Investeringen Investissements - Mathématiques Opciones (Finanzas) - Modelos matemáticos Opties Options (Finances) - Modèles mathématiques Stochastische analyse Valeurs mobilières - Prix - Modèles mathématiques Valores - Precios - Modelos matemáticos Wiskundige modellen Mathematik Mathematisches Modell Investments -- Mathematics Stochastic analysis Options (Finance) -- Mathematical models Securities -- Prices -- Mathematical models Kapitalmarkt Zinsänderungsrisiko Finanzinnovation Finanzmathematik Preisbildung Derivat Wertpapier |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008430728&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT elliottrobertj mathematicsoffinancialmarkets AT kopppetere mathematicsoffinancialmarkets |