Cover Image

Financial markets in continuous time /

Show other versions (1)

In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are...

Full description

Bibliographic Details
Main Author: Dana, Rose-Anne, 1947-
Corporate Author: SpringerLink (Online service)
Other Authors: Jeanblanc-Picqué, Monique, 1947-
Format: eBook
Language:English
Published: Berlin ; New York : Springer, [2003]
Series:Springer finance.
Subjects:
Options (Finance) > Mathematical models.
Equilibrium (Economics) > Mathematical models.
Portfolio-theorie.
Effectenhandel.
Stochastische processen.
Stochastische analyse.
Economisch evenwicht.
Continue processen.
Processos estocasticos.
Finanças (aplicações)
Modèle mathématique.
Gestion de portefeuille.
Option (Finances)
Équilibre économique.
Temps discret.
Temps continu.
Marché financier.
Arbitrage-Pricing-Theorie.
Stochastisches Modell.
Optionspreistheorie.
Electronic books.
Online Access:Connect to the full text of this electronic book

Internet

Connect to the full text of this electronic book

Available Online

Holdings details from Available Online
Call Number: HG6024.A3 D3613 2003
 
Call Number Status Get It
HG6024.A3 D3613 2003 Available