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Mathematics of Financial Markets by Robert J Elliott: New
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Item specifics
- Condition
- Book Title
- Mathematics of Financial Markets
- Publication Date
- 2004-10-08
- Edition Number
- 2
- Pages
- 354
- ISBN
- 9780387212920
About this product
Product Identifiers
Publisher
Springer New York
ISBN-10
0387212922
ISBN-13
9780387212920
eBay Product ID (ePID)
30875319
Product Key Features
Number of Pages
Xii, 354 Pages
Publication Name
Mathematics of Financial Markets
Language
English
Publication Year
2004
Subject
Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Investments & Securities / Analysis & Trading Strategies, Investments & Securities / Options, Statistics, Applied, Investments & Securities / General
Features
Revised
Type
Textbook
Subject Area
Mathematics, Business & Economics
Series
Springer Finance Ser.
Format
Hardcover
Dimensions
Item Weight
54 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Edition Number
2
Intended Audience
Scholarly & Professional
LCCN
2004-052557
Dewey Edition
22
Reviews
From the reviews:"...This book is a valuable addition to a graduate student's reference collection. The number of textbooks in mathematical finance is increasing much faster than the number of revolutionary contributions to the field, but this text stands above the crowd." SIAM Review, December 2005From the reviews of the second edition:"The book is very carefully formatted. … this book is a valuable addition to a graduate student's reference collection. The number of textbooks in mathematical finance is increasing much faster than the number of revolutionary contributions to the field, but this text stands above the crowd." (Alexandre D'Aspremont, SIAM Reviews, December, 2005)"The emphasis of the first edition of this book was on developing the mathematical concepts for the rapidly expanding field of mathematical finance. This second edition contains a significant number of changes and additions … . The target audience is readers with sound mathematical background on elementary concepts from measure-theoretic probability … . It should be an equally valuable resource to practitioners interested in the mathematical tools … . will be a very useful addition to any scholarly library." (Theofanis Sapatinas, Journal of Applied Sciences, Vol. 32 (6), 2005)"The second edition adds new matieral from current active research areas. A new chapter on coherent risk measures for instance reflects the recent trend in research and applications in the area of risk management. In summary, this is an excellent textbook in mathematical finance, and I can definitely recommend it." (S. Peng, Short Book Reviews of the ISI, June 2006), From the reviews: "...This book is a valuable addition to a graduate student's reference collection. The number of textbooks in mathematical finance is increasing much faster than the number of revolutionary contributions to the field, but this text stands above the crowd." SIAM Review, December 2005 From the reviews of the second edition: "The book is very carefully formatted. ... this book is a valuable addition to a graduate student's reference collection. The number of textbooks in mathematical finance is increasing much faster than the number of revolutionary contributions to the field, but this text stands above the crowd." (Alexandre D'Aspremont, SIAM Reviews, December, 2005) "The emphasis of the first edition of this book was on developing the mathematical concepts for the rapidly expanding field of mathematical finance. This second edition contains a significant number of changes and additions ... . The target audience is readers with sound mathematical background on elementary concepts from measure-theoretic probability ... . It should be an equally valuable resource to practitioners interested in the mathematical tools ... . will be a very useful addition to any scholarly library." (Theofanis Sapatinas, Journal of Applied Sciences, Vol. 32 (6), 2005) "The second edition adds new matieral from current active research areas. A new chapter on coherent risk measures for instance reflects the recent trend in research and applications in the area of risk management. In summary, this is an excellent textbook in mathematical finance, and I can definitely recommend it." (S. Peng, Short Book Reviews of the ISI, June 2006)
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
332.6/01/51
Edition Description
Revised edition
Table Of Content
Pricing by Arbitrage.- Martingale Measures.- The First Fundamental Theorem.- Complete Markets.- Discrete-time American Options.- Continuous-Time Stochastic Calculus.- Continuous-Time European Options.- The American Put Option.- Bonds and Term Structure.- Consumption-Investment Strategies.- Measures of Risk.
Synopsis
Mathematical finance is one of the most active areas of research, involving researchers from finance, mathematics, and statistics. This book presents an intermediate-level introduction to this important area., This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or 'exotic') ?nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous development of the more basic options that lie at the heart of the remarkable range of current applications of martingale theory to ?nancial markets. The ?rst ?ve chapters present the theory in a discrete-time framework. Stochastic calculus is not required, and this material should be accessible to anyone familiar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter 2 introduces the idea of a martingale measure for price processes. Following a discussion of the use of self-?nancing tr- ing strategies to hedge against trading risk, it is shown how options can be priced using an equivalent measure for which the discounted price p- cess is a martingale.
LC Classification Number
H61.25
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Seller Feedback (503,876)
- a***e- Feedback left by buyer.Past monthVerified purchaseProfessional Seller; Wide Inventory Selection; Competitive Prices; Great Communication; FAST Ship; Item Safely & Well-Packaged; Item Accurately Described in Listing; Item of High Quality and in Mint Condition; Appearance of Item is Great! Highly Recommended; Hope to Do Business with Again! Thank You Very Much!
- m***u (855)- Feedback left by buyer.Past 6 monthsVerified purchaseAbsolutely delightful seller! As pictured and described, fast shipping, and great communication! Excellent packaging and a phenomenal value! This seller is an extremely valuable asset to the eBay community! A++++! ✨🥇✨
- a***a (346)- Feedback left by buyer.Past 6 monthsVerified purchaseThis hardback book is of the highest quality, has a fine appearance , arrived in perfect condition, and is an excellent value. On what I was not asked about this time, communicating with the seller would have required using email outside of the eBay system, because they do not accept eBay messages, the book was well packed in a purpose-designed cardboard box, the shipping was faster than I expected for the bound media rate, and the book was exactly as described and pictured.Tameshigiri - The History and Development of Japanese Sword Testing by Sesko (#282906424466)