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Financial Markets Modeling

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Encyclopedia of Systems and Control

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Abstract

Mathematical finance is an important part of applied mathematics since the 1980s. At the beginning, the main goal was to price derivative products and to provide hedging strategies. Nowadays, the goal is to provide models for prices and interest rates, such that better calibration of parameters can be done. In these pages, we present some basic models. Details can be found in Musiela M, Rutkowski M (Martingale methods in financial modelling. Springer, Berlin, 2005).

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Bibliography

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Authors and Affiliations

  1. Laboratoire de Mathématiques et Modélisation, LaMME, IBGBI, Université Paris Saclay, Evry, France

    Monique Jeanblanc

Authors
  1. Monique Jeanblanc
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Correspondence to Monique Jeanblanc .

Editor information

Editors and Affiliations

  1. Electrical and Computer Engineering, Boston University, Boston, MA, USA

    John Baillieul

  2. Automation and Control Solutions, Honeywell, Golden Valley, MN, USA

    Tariq Samad

Section Editor information

  1. Princeton University, Princeton, NJ, USA

    Rene Carmona

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Jeanblanc, M. (2021). Financial Markets Modeling. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, London. https://doi.org/10.1007/978-1-4471-5102-9_42-2

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  • DOI: https://doi.org/10.1007/978-1-4471-5102-9_42-2

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  • Publisher Name: Springer, London

  • Print ISBN: 978-1-4471-5102-9

  • Online ISBN: 978-1-4471-5102-9

  • eBook Packages: Springer Reference EngineeringReference Module Computer Science and Engineering

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Chapter history

  1. Latest

    Financial Markets Modeling
    Published:
    03 December 2020

    DOI: https://doi.org/10.1007/978-1-4471-5102-9_42-2

  2. Original

    Financial Markets Modeling
    Published:
    04 April 2014

    DOI: https://doi.org/10.1007/978-1-4471-5102-9_42-1

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