Financial Mathematics

DOI10.1201/9780429113659MaRDI QIDQ5877483zbMATH OpenOpenAlexFDO

Authors Kevin Hastings

Publication date 13 February 2023

Full work available at URL https://doi.org/10.1201/9780429113659

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10) Derivative securities (option pricing, hedging, etc.) (91G20)

Recommendations

• Financial mathematics. A comprehensive treatment
• Introduction to the mathematics of finance.
• scientific article; zbMATH DE number 5659770
• scientific article; zbMATH DE number 6528204
• Financial mathematics. The evaluation of derivatives.

Cited in

(2)

• scientific article; zbMATH DE number 1855777 (Why is no real title available?)
• Financial mathematics in discrete time

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