ABE-IPSABE HOLDINGABE BOOKS
English Polski
On-line access

Bookstore

0.00 PLN
Bookshelf (0) 
Your bookshelf is empty
An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition

An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition

Authors
Publisher Springer, Berlin
Year
Pages 483
Version hardback
Language English
ISBN 9781493937813
Categories Applied mathematics
$121.40 (with VAT)
539.70 PLN / €115.71 / £100.45
Delivery to United States

check shipping prices
Forthcoming
Would you like to be informed when the book becomes available? Please provide your e-mail address and you will be the first to know:
Email
  Send
Add to bookshelf

Book description

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.

An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition

Table of contents

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. 

We also recommend books

Strony www Białystok Warszawa
801 777 223