Introduction to the stochastics of financial markets

MaRDI QIDQ3643095zbMATH OpenFDO

Authors Klaus Sandmann

Publication date 10 November 2009

zbMATH Keywords

arbitrage possibilitiesbinomial modelcaps and floorscontinuous time modelEuropean and American optionsexotic optionsforeign exchange marketsforwardsfuturesinterest ratesreplicating portfolioswaptions

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Stochastic models in economics (91B70) Actuarial science and mathematical finance (91Gxx) Financial and insurance mathematics (aspects of mathematics education) (97M30)

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