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This book targets graduate students with a strong mathematical foundation, focusing on mathematical finance. It emphasizes core concepts and applications of martingale theory in financial markets, covering discrete-time models and option pricing through arbitrage. Stochastic calculus is not required, making it accessible to those familiar with basic probability and linear algebra.
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Mathematics of Financial Markets, Robert J. Elliott, P. Ekkehard Kopp
- Langue
- Année de publication
- 2010
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