Extent: | 1 online resource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: Internet via World Wide Web Frontmatter -- -- Contents -- -- Preface to the Second Edition -- -- From the Preface to the First Edition -- -- 1. The Simplest Model of Financial Markets -- -- 2. Arbitrage and Pricing in the One-Period Model -- -- 3. Risk and Return in the One-Period Model -- -- 4. Numerical Techniques for Optimal Portfolio Selection in Incomplete Markets -- -- 5. Pricing in Dynamically Complete Markets -- -- 6. Towards Continuous Time -- -- 7. Fast Fourier Transform -- -- 8. Information Management -- -- 9. Martingales and Change of Measure in Finance -- -- 10. Brownian Motion and Itô Formulae -- -- 11. Continuous-Time Finance -- -- 12. Finite-Difference Methods -- -- Appendix A. Calculus -- -- Appendix B. Probability -- -- References -- -- Index In English |
ISBN: | 978-1-4008-3148-7 ; 978-0-691-14121-3 |
Other identifiers: | 10.1515/9781400831487 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014482337