Hypermodels in Mathematical Finance:Modelling via Infinitesimal Analysis

Siu-Ah Ng
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Siu-Ah Ng: University of Natal-Pietermaritzburg, South Africa

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

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.

Date: 2003
ISBN: 9789810244286
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Chapters in this book:

Ch 1 Basic Concepts and Practice in Finance , pp 3-27

Siu-Ah Ng

Ch 2 Infinitesimal Analysis and Hypermodels , pp 29-38

Siu-Ah Ng

Ch 3 Absence of Arbitrage , pp 39-58

Siu-Ah Ng

Ch 4 Explicit Option Pricing , pp 59-83

Siu-Ah Ng

Ch 5 Pricing with Binary Tree Hypermodels , pp 85-99

Siu-Ah Ng

Ch 6 Further Applications , pp 101-120

Siu-Ah Ng

Ch 7 The Mathematics of Hypermodels , pp 121-255

Siu-Ah Ng

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