Financial Markets in Continuous Time (Springer Finance)

Financial Markets in Continuous Time (Springer Finance)
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Monetary Markets in Continuous Time (Springer Finance) Description

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The book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized into four parts. The 1st includes a number of model outcomes to discrete time. The second develops stochastic continuous-time valuation of monetary assets (the Black-Scholes and its amendments) for the optimal portfolio and consumption selections, and to acquire the yield curve and commodity costs interest rate. The third component recalls some concepts and outcomes of equilibrium theory and applies it in the monetary markets. The last component deals with marketplace incompleteness and the valuation of exotic alternatives. Financial Markets in Continuous Time (Springer Finance)

\n\nFinancial Markets in Continuous Time (Springer Finance) Ebook

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