Introduction to discrete financial mathematics

DOI10.1007/3-540-29268-3MaRDI QIDQ2573402zbMATH OpenOpenAlexFDO

Authors Jürgen Kremer

Publication date 22 November 2005

Published in Springer-Lehrbuch (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/3-540-29268-3

zbMATH Keywords

binomial tree methodBlack-Scholes-FormulasCapital Asset Pricing Model (CAPM)discrete stochastic analysisoptionsPortfolio theory

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(6)

• Modern financial mathematics -- theory and practical applications. Vol. 2. Extensions of the Black-Scholes model, interests, credit risk and statistics
• Introduction to stopping time in stochastic finance theory
• Modelling real world using stochastic processes and filtration
• scientific article; zbMATH DE number 2165691 (Why is no real title available?)
• scientific article; zbMATH DE number 1855777 (Why is no real title available?)
• Financial mathematics in discrete time

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