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Mathematics of Financial Markets

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  • 352 pages
  • 13 hours of reading

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This book explores the mathematical foundations of pricing models for derivative securities in finance, including options and futures. It emphasizes rigorous development of key concepts, suitable for graduate students with a background in measure theory and probability. The first chapters focus on discrete-time frameworks and non-arbitrage pricing.

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Mathematics of Financial Markets, Robert Elliott, P. Ekkehard Kopp

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Released
2004
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(Hardcover)
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