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Equity Models

  • Ernst Eberlein
  • Jan Kallsen
Chapter
  • 1.2k Downloads
Part of the Springer Finance book series (FINANCE)

Abstract

The theory of Mathematical Finance in the following chapters rests on price processes of assets such as stocks, currencies, bonds, and commodities. They are often assumed to be given exogenously. Therefore we start by discussing what kinds of processes are suggested by statistical properties of real data.

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Ernst Eberlein
    • 1
  • Jan Kallsen
    • 2
  1. 1.Department of Mathematical StochasticsUniversity of FreiburgFreiburg im BreisgauGermany
  2. 2.Department of MathematicsKiel UniversityKielGermany

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