Elliott, Robert J. 1940-

Mathematics of Financial Markets / Robert J. Elliott and P. Ekkehard Kopp. - New York : Springer, c1999 (corrected second printing 2000) - ix, 292 p. ; - Springer finance .

Includes bibliographical references (p. [271]-288) and index.

0387985530 (alk. paper)


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

332.6'01'51 / ELL.M