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Hypermodels in Mathematical Finance:Modelling via Infinitesimal Analysis

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  • Siu-Ah Ng

    (University of Natal-Pietermaritzburg, South Africa)

Abstract

At the beginning of the new millennium, two unstoppable processes are taking place in the world: (1) globalization of the economy; (2) information revolution. As a consequence, there is greater participation of the world population in capital market investment, such as bonds and stocks and their derivatives. Hence there is a need for risk management and analytic theory explaining the market. This leads to quantitative tools based on mathematical methods, i.e. the theory of mathematical finance.

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  • Siu-Ah Ng, 2003. "Hypermodels in Mathematical Finance:Modelling via Infinitesimal Analysis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 4529.
    • Handle: RePEc:wsi:wsbook:4529
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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/4529
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    Cited by:

    1. Anderson, Robert M. & Raimondo, Roberto C., 2007. "Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets," Department of Economics, Working Paper Series qt0zq6v5gd, Department of Economics, Institute for Business and Economic Research, UC Berkeley.

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