Mathematics of financial markets

Publication date: 31 August 1998

Published in: Springer Finance (Search for Journal in Brave)

options optimal stopping stochastic processes hedging stopping time stochastic calculus American options financial markets martingale measure futures mathematical finance pricing European options swaps fundamental theorem of asset pricing martingale theory derivative securities

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)

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