Introduction to Mathematical Finance with Applications

Understanding and Building Financial Intuition

AvArlie O. Petters,Xiaoying Dong

Inbunden, Engelska, 2016

Del i serien Springer Undergraduate Texts in Mathematics and Technology

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Häftad

320 kr

Beskrivning

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.

Produktinformation

Utgivningsdatum:2016-06-18
Mått:178 x 254 x 40 mm
Vikt:1 098 g
Format:Inbunden
Språk:Engelska
Serie:Springer Undergraduate Texts in Mathematics and Technology
Antal sidor:483
Förlag:Springer-Verlag New York Inc.
ISBN:9781493937813

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Mer om författaren

Arlie Oswald Petters is a Professor of Mathematics, Physics, and Business Administration at Duke University. Petters is also co-author of Birkhauser's Singularity Theory and Gravitational Lensing. Xiaoying Dong is an Adjunct Assistant Professor of Mathematics at Duke University and has been a professional trader for over 20 years.

Recensioner i media

"The book is an undergraduate textbook in mathematical finance with applications. ... The textbook is aimed at advanced undergraduates, and also at master's degree students who want a more rigorous treatment of the mathematical models in finance. This text will be a very good textbook for a year-long course on introductory mathematical finance." (Anatoliy Swishchuk, zbMATH 1348.91002, 2016)

Innehållsförteckning

Preface.- 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.