Financial mathematics. The evaluation of derivatives.

DOI10.1007/978-3-8348-8314-8zbMath1251.91061OpenAlexW4252588543MaRDI QIDQ444621

Albrecht Irle

Publication date: 15 August 2012

Published in: Studienbücher Wirtschaftsmathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-8348-8314-8

zbMATH Keywords

introductionMathematical FinanceStochastic Calculus

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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