Mathematics of Financial Markets

Author: Robert James Elliott, P. Ekkehard Kopp
List Price: $84.95
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ISBN: 0387985530
Publisher: Springer Verlag (21 December, 1998)
Sales Rank: 157,179
Average Customer Rating: 4.5 out of 5

Customer Reviews

Rating: 5 out of 5
Excellent - Good Mathematical Level
Does an excellent job of presenting the mathematics WITH RIGOR. The mathematics is more mature than Bingham & Kiesel, but the book is more accessible and far more readable than the similar texts by Karatzas & Shreve and Musiela & Rutkowski.

Rating: 4 out of 5
A Good book for Martingale approach
This book discusses the financial mathematics from the view of martingale approaches. It is good for someone who want to price derivatives by martingale approach. Unfortunately, this book lacks talking about exotic options like average options,lookback options and passport options.

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