Capa

MATHEMATICS OF FINANCIAL MARKETS IBD

SPRINGER
11 / 2010
9781441919427
Inglês

Sinopse

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 Time Stochastic Calculus * European Options in Continuous Time * The American Option * Bonds and Term Structure * Consumption-Investment Strategies *