Introduction to the mathematics of finance.

zbMATH Open1116.91051MaRDI QIDQ3377477FDOQ3377477

Authors: R. J. Williams 

Publication date: 22 March 2006

Recommendations

• Mathematics of financial markets
• scientific article; zbMATH DE number 1940732
• Lectures on financial mathematics: discrete asset pricing.
• scientific article; zbMATH DE number 6528204
• scientific article; zbMATH DE number 1855777

zbMATH Keywords

incomplete markethedgingderivativesarbitragecontingent claimviable market

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Cited In (30)

• Mathematical techniques in finance. Tools for incomplete markets.
• Universal record statistics of random walks and Lévy flights
• A note on financial mathematics
• A didactic introduction to risk management via hedging in discrete and continuous time
• Derivative pricing methodology in continuous-time models
• Title not available (Why is that?)
• On the gap and time interval between the first two maxima of long random walks
• A simple derivation of risk-neutral probability in the binomial option pricing model
• Change of drift in one-dimensional diffusions
• Covariance of the running range of a Brownian trajectory
• Study of Brownian functionals for a Brownian process model of snow melt dynamics with purely time dependent drift and diffusion
• Title not available (Why is that?)
• Get rich slowly, almost surely
• Title not available (Why is that?)
• Lectures on financial mathematics: discrete asset pricing.
• Discrete models of financial markets.
• On certain functionals of the maximum of Brownian motion and their applications
• Title not available (Why is that?)
• Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time
• Financial Mathematics
• The mathematics of arbitrage
• A comparison of two no-arbitrage conditions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Mathematics of Finance
• Risk-neutral valuation. Pricing and hedging of financial derivatives.
• An Introduction to the Mathematics of Money
• Understanding the Mathematics of Personal Finance
• Title not available (Why is that?)

This page was built for publication: Introduction to the mathematics of finance.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3377477)