Mathematics of Financial Markets (Springer Finance)

by Robert J. Elliott, P. Ekkehard Kopp

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Product Description
Recent years have seen a number of introductory texts which focus on the applications of modern stochastic calculus to the theory of finance, and on the pricing models for derivative securities in particular. Some of these books develop the mathematics very quickly, making substantial demands on the readerOs background in advanced probability theory. Others emphasize the financial applications and do not attempt a rigorous coverage of the continuous-time calculus. This book provides a rigorous introduction for those who do not have a good background in stochastic calculus. The emphasis is on keeping the discussion self-contained rather than giving the most general results possible.

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All Customer Reviews
Average Customer Review: 4.5 out of 5 stars

0 of 0 people found the following review helpful:

5 out of 5 stars

A good textbook of mathematics required for financial markets, 2005-09-03
Prof. Elliot has given another distinguished contribution in financial mathematics. I think that everyone who has the ambition to understand mathematical finance advancely will benefit by this book.

5 of 9 people found the following review helpful:

5 out of 5 stars

Excellent - Good Mathematical Level, 2001-05-03
Does an excellent job of presenting the mathematics WITH RIGOR. The mathematics is more mature than Bingham & Kiesel, but the book is more accessible and far more readable than the similar texts by Karatzas & Shreve and Musiela & Rutkowski.

0 of 0 people found the following review helpful:

4 out of 5 stars

A Good book for Martingale approach, 2000-07-06
This book discusses the financial mathematics from the view of martingale approaches. It is good for someone who want to price derivatives by martingale approach. Unfortunately, this book lacks talking about exotic options like average options,lookback options and passport options.

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