Abstract
Classic financial mathematics deals first and foremost with basic financial instruments such as stocks, foreign currencies and bonds.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Briys, E., Bellalah, M., Mai, H., & de Varenne, F. (1998). Options, futures and exotic derivatives. Chichester: John Wiley & Sons.
Cox, J., & Rubinstein, M. (1985). Options markets. Englewood Cliffs: Prentice-Hall.
Duffie, D. (1996). Dynamic asset pricing theory, 2nd edn. Princeton: Princeton University Press .
Hull, J. C. (2006). Options, futures and other derivatives. Prentice Hall.
Jarrow, R. (1992). Finance theory, 2nd edn. Englewood Cliffs, NJ: Prentice-Hall.
Neftci, S. (1996). An introduction to the mathematics of financial derivatives. San Diego: Academic Press.
Welcker, J., Kloy, J., & Schindler, K. (1992). Professionelles Optionsgeschäft. Zürich: Verlag Moderne Industrie.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2019 Springer Nature Switzerland AG
About this chapter
Cite this chapter
Franke, J., Härdle, W.K., Hafner, C.M. (2019). Derivatives. In: Statistics of Financial Markets. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-030-13751-9_1
Download citation
DOI: https://doi.org/10.1007/978-3-030-13751-9_1
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-13750-2
Online ISBN: 978-3-030-13751-9
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)