Mathematics of Financial Markets

by Robert James Elliott, P. Ekkehard Kopp, P. E. Kopp, et al.

Book Overview

Pricing by Arbitrage * Martingale Measures * The Fundamental Theorem of Asset Pricing * Complete Markets and Martingale Representation * Stopping Times and American Options * A Review of Continuous... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0387985530
• ISBN13: 9780387985534
• Release Date: January 1998
• Publisher: Springer
• Length: 292 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.7" x 6.3" x 9.5"