2014317
9780387212920
Beginning with the mathematics used in discrete-time models, the text provides a basic explanation before moving on to the more difficult continuous-time models. It includes detailed analyses of the Black-Scholes theory, American put options, term structure models, & consumption-investment problems.Elliott, Robert J. is the author of 'Mathematics Of Financial Markets', published 2004 under ISBN 9780387212920 and ISBN 0387212922.
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