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Financial Markets (Translations of Mathematical Monographs)
A. V. Melnikov
[PDF.tg64] Financial Markets (Translations of Mathematical Monographs)
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| #6802267 in Books | 1999-04-21 | Original language:English | 10.50 x7.75 x.50l,1.12 | File type: PDF | 133 pages|||highly recommened Zentralblatt fur Mathematik|From the Inside Flap|The book provides a rigorous, self-contained and concise introduction to the rapidly developing field of mathematical finance. It may serve very well as a
Financial mathematics is going through a period of intensive development, particularly in the area of stochastic analysis. This timely work presents a comprehensive, self-contained introduction to stochastic financial mathematics. It is based on lectures given at Moscow State University, ``Stochastic Analysis in Finance'', and comprises the basic methods and key results of the theory of derivative securities pricing in discrete financial markets. The following elements: ...
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