Financial Markets in Continuous Time
- Rose-Anne Dana
- Monique Jeanblanc-Picqué
Paperback & Hardcover deals ―
Amazon IndiaGOFlipkart GOSnapdealGOSapnaOnlineGOJain Book AgencyGOBooks Wagon₹3,503Book ChorGOCrosswordGODC BooksGOe-book & Audiobook deals ―
Amazon India GOGoogle Play Books GOAudible GO* Price may vary from time to time.
* GO = We're not able to fetch the price (please check manually visiting the website).
Know about the book -
Financial Markets in Continuous Time is written by Rose-Anne Dana and published by Springer Science & Business Media. It's available with International Standard Book Number or ISBN identification 3540434038 (ISBN 10) and 9783540434030 (ISBN 13).
This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options.
