Introduction to the mathematics of finance.
From MaRDI portal
Publication:3377477
Recommendations
Cited in
(30)- scientific article; zbMATH DE number 1808239 (Why is no real title available?)
- A comparison of two no-arbitrage conditions
- Get rich slowly, almost surely
- scientific article; zbMATH DE number 2107359 (Why is no real title available?)
- Risk-neutral valuation. Pricing and hedging of financial derivatives.
- scientific article; zbMATH DE number 1546640 (Why is no real title available?)
- Mathematics of Finance
- Change of drift in one-dimensional diffusions
- scientific article; zbMATH DE number 2098010 (Why is no real title available?)
- scientific article; zbMATH DE number 2053281 (Why is no real title available?)
- Covariance of the running range of a Brownian trajectory
- Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time
- Lectures on financial mathematics: discrete asset pricing.
- On certain functionals of the maximum of Brownian motion and their applications
- Mathematical techniques in finance. Tools for incomplete markets.
- scientific article; zbMATH DE number 2107185 (Why is no real title available?)
- An Introduction to the Mathematics of Money
- Derivative pricing methodology in continuous-time models
- Financial Mathematics
- Study of Brownian functionals for a Brownian process model of snow melt dynamics with purely time dependent drift and diffusion
- On the gap and time interval between the first two maxima of long random walks
- Universal record statistics of random walks and Lévy flights
- The mathematics of arbitrage
- A note on financial mathematics
- A didactic introduction to risk management via hedging in discrete and continuous time
- scientific article; zbMATH DE number 2119185 (Why is no real title available?)
- scientific article; zbMATH DE number 5496999 (Why is no real title available?)
- Understanding the Mathematics of Personal Finance
- A simple derivation of risk-neutral probability in the binomial option pricing model
- Discrete models of financial markets.
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)