Elliott, Robert J. 1940-

Mathematics of financial markets / Robert J. Elliott and P. Ekkehard Kopp. - 2nd ed. - New York : Springer, c2005. - xi, 352 p. : ill. ; 25 cm. - Springer finance .

Fakulti Keusahawanan & Perniagaan

Includes bibliographical references (p. 329-348) and index.

0387212922 9780387212920


Investments--Mathematics.
Options (Finance)--Mathematical models.
Stochastic analysis.