Mathematical Methods for Financial Markets

Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. The subject draws upon quite difficult results from the theory of stochastic processes, stochastic calculus and differential equations, among others, which...

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Bibliographic Details
Main Authors: Jeanblanc, Monique. (Author), Yor, Marc. (Author), Chesney, Marc. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: London : Springer London, 2009.
Series:Springer Finance
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-84628-737-4