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An Introduction To The Mathematics Of Financial Derivatives

Author: Ali Hirsa
Publisher: Academic Press
ISBN: 0123846838
Size: 42.39 MB
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An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems. Facilitates readers' understanding of underlying mathematical and theoretical models by presenting a mixture of theory and applications with hands-on learning Presented intuitively, breaking up complex mathematics concepts into easily understood notions Encourages use of discrete chapters as complementary readings on different topics, offering flexibility in learning and teaching

The Mathematics Of Financial Derivatives

Author: Paul Wilmott
Publisher: Cambridge University Press
ISBN: 9780521497893
Size: 27.15 MB
Format: PDF, Mobi
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The authors describe the modelling of financial derivative products from an applied mathematician's viewpoint.

Mathematical Models Of Financial Derivatives

Author: Yue-Kuen Kwok
Publisher: Springer Science & Business Media
ISBN: 9783540686880
Size: 31.86 MB
Format: PDF, ePub, Mobi
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This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis on the discussion of Ito calculus and Girsanovs Theorem, and the risk-neutral measure and equivalent martingale pricing approach. A new chapter on credit risk models and pricing of credit derivatives has been added. Up-to-date research results are provided by many useful exercises.

Risk Management And Financial Derivatives

Author: Satyajit Das
Publisher: McGraw-Hill
ISBN:
Size: 62.96 MB
Format: PDF, Docs
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"Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives." "Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved

Option Theory With Stochastic Analysis

Author: Fred Espen Benth
Publisher: Springer Science & Business Media
ISBN: 3642187862
Size: 56.27 MB
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This is a very basic and accessible introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It covers the theory essential to the statistical modeling of stocks, pricing of derivatives with martingale theory, and computational finance including both finite-difference and Monte Carlo methods.

An Introduction To Mathematical Finance With Applications

Author: Arlie O. Petters
Publisher: Springer
ISBN: 1493937839
Size: 13.45 MB
Format: PDF, Kindle
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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.

Mathematik Und Technologie

Author: Christiane Rousseau
Publisher: Springer-Verlag
ISBN: 3642300928
Size: 61.68 MB
Format: PDF, ePub
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Zusammen mit der Abstraktion ist die Mathematik das entscheidende Werkzeug für technologische Innovationen. Das Buch bietet eine Einführung in zahlreiche Anwendungen der Mathematik auf dem Gebiet der Technologie. Meist werden moderne Anwendungen dargestellt, die heute zum Alltag gehören. Die mathematischen Grundlagen für technologische Anwendungen sind dabei relativ elementar, was die Leistungsstärke der mathematischen Modellbildung und der mathematischen Hilfsmittel beweist. Mit zahlreichen originellen Übungen am Ende eines jeden Kapitels.