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Viser: An Introduction to Mathematical Finance with Applications - Understanding and Building Financial Intuition
An Introduction to Mathematical Finance with Applications Vital Source e-bog
Arlie O. Petters og Xiaoying Dong
(2016)
An Introduction to Mathematical Finance with Applications Vital Source e-bog
Arlie O. Petters og Xiaoying Dong
(2016)
An Introduction to Mathematical Finance with Applications Vital Source e-bog
Arlie O. Petters og Xiaoying Dong
(2016)
An Introduction to Mathematical Finance with Applications
Understanding and Building Financial Intuition
Arlie O. Petters og Xiaoying Dong
(2016)
Sprog: Engelsk
Detaljer om varen
- Vital Source searchable e-book (Reflowable pages)
- Udgiver: Springer Nature (Juni 2016)
- Forfattere: Arlie O. Petters og Xiaoying Dong
- ISBN: 9781493937837
Bookshelf online: 5 år fra købsdato.
Bookshelf appen: ubegrænset dage fra købsdato.
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Detaljer om varen
- Vital Source 90 day rentals (dynamic pages)
- Udgiver: Springer Nature (Juni 2016)
- Forfattere: Arlie O. Petters og Xiaoying Dong
- ISBN: 9781493937837R90
Bookshelf online: 90 dage fra købsdato.
Bookshelf appen: 90 dage fra købsdato.
Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)
Detaljer om varen
- Vital Source 180 day rentals (dynamic pages)
- Udgiver: Springer Nature (Juni 2016)
- Forfattere: Arlie O. Petters og Xiaoying Dong
- ISBN: 9781493937837R180
Bookshelf online: 180 dage fra købsdato.
Bookshelf appen: 180 dage fra købsdato.
Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)
Detaljer om varen
- 1. Udgave
- Hardback: 487 sider
- Udgiver: Springer New York (Juni 2016)
- Forfattere: Arlie O. Petters og Xiaoying Dong
- ISBN: 9781493937813
This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic models, including those that may become proprietary. Numerous carefully chosen examples and exercises reinforce the student's conceptual understanding and facility with applications. The exercises are divided into conceptual, application-based, and theoretical problems, which probe the material deeper.
The book is aimed toward advanced undergraduates and first-year graduate students who are new to finance or want a more rigorous treatment of the mathematical models used within. While no background in finance is assumed, prerequisite math courses include multivariable calculus, probability, and linear algebra. The authors introduce additional mathematical tools as needed. The entire textbook is appropriate for a single year-long course on introductory mathematical finance. The self-contained design of the text allows for instructor flexibility in topics courses and those focusing on financial derivatives. Moreover, the text is useful for mathematicians, physicists, and engineers who want to learn finance via an approach that builds their financial intuition and is explicit about model building, as well as business school students who want a treatment of finance that is deeper but not overly theoretical.
1. Preliminaries and Financial Markets.-
2. The Time Value of Money.-
3. Markowitz Portfolio Theory.-
4. Capital Market Theory and Portfolio Risk Measures.-
5. Binomial Trees and Security Pricing Modeling.-
6. Stochastic Calculus and Geometric Brownian Motion Model.-
7. Derivatives: Forwards, Futures, Swaps and Options.-
8. The BSM Model and European Option Pricing.- Index.