Posted by **tanas.olesya** at April 20, 2016

English | Oct. 30, 2009 | ISBN: 0521889286 | 508 Pages | PDF | 7 MB

The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments.

Posted by **arundhati** at April 3, 2015

2005 | ISBN-10: 0471732834 | 736 pages | PDF | 11 MB

Posted by **tanas.olesya** at Dec. 13, 2014

English | October 8, 2004 | ISBN: 0387212922 | 354 pages | PDF | 2 MB

This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. This new edition adds substantial material from current areas of active research, such as coherent risk measures with applications to hedging, the arbitrage interval for incomplete discrete-time markets, and risk and return and sensitivity analysis for the Black-Scholes model.

Posted by **ksveta6** at Sept. 6, 2013

2005 | ISBN: 0471732834 | English | 736 Pages | EPUB | 21.20 MB

Posted by **ChrisRedfield** at Aug. 11, 2012

Published: 2001-07-30 | ISBN: 0521792371 | PDF | 686 pages | 3 MB

Posted by **exLib** at July 6, 2010

Саmbridgе University Press | 2004 | ISBN: 0521714788 9780521714785 0511264690 | 334 pages | PDF | 5 MB

This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.

Posted by **interes** at April 11, 2016

English | ISBN: 0273693395 | 2005 | PDF | 602 pages | 8,5 mb

Posted by **libr** at Feb. 9, 2016

English | 2004 | ISBN: 0521824478, 0521036283 | 226 pages | PDF | 1 MB

Posted by **roxul** at Jan. 22, 2016

English | 2010 | ISBN: 1420070355 | PDF | 532 pages | 5 MB

Posted by **IrGens** at Oct. 23, 2015

English | February 14, 2014 | ASIN: B00H7INC6W | [email protected] kbps | 11 hrs 3 mins | 304 MB