Mathematics of financial markets / Robert J. Elliott, P. Ekkehard Kopp.
Material type:
TextLanguage: English Series: : Springer financePublisher: New York : Springer, 2005Edition: Second editionDescription: xi, 352 páginas : gráficas ; 19 cmContent type: texto Media type: sin mediación Carrier type: volumenISBN: 9781441919427Subject(s): Inversiones -- Modelos matemáticos | Análisis de inversiones | Análisis estocástico | Administración del portafolio | Opciones financierasDDC classification: 332.60151 | Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libros
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Biblioteca CESA
Diagonal 34 A No. 5 A - 23 Casa Incolda PBX: 339 53 00 serviciosbiblioteca@cesa.edu.co |
General | 332.60151 / EL46m 2005 (Browse shelf(Opens below)) | Ej.1 | Available | 7101028838 |
Incluye bibliografía e índice.
1. Pricing by arbitrage ; 2. Martingale measures ; 3. The first fundamental theorem ; 4. Complete markets ;5. Discrete time american options ; 6. Continuous time stochastic calculus ; 7. Continuous time European options ; 8. The American put option ; 9. Bonds and term structure ; 10. Consumption investment strategies ; 11. Measures of risk.
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