An Elementary Introduction To Mathematical Finance

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An Elementary Introduction To Mathematical Finance

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Author : Sheldon M. Ross
language : en
Publisher: Cambridge University Press
Release Date : 2003

An Elementary Introduction To Mathematical Finance written by Sheldon M. Ross and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.

Table of contents

An Elementary Introduction To Mathematical Finance

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Author : Sheldon M. Ross
language : en
Publisher: Cambridge University Press
Release Date : 2011-02-28

An Elementary Introduction To Mathematical Finance written by Sheldon M. Ross and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-02-28 with Mathematics categories.

This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.

An Elementary Introduction To Mathematical Finance

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Author : Ross
language : en
Publisher:
Release Date :

An Elementary Introduction To Mathematical Finance written by Ross and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.

This unique book on the basics of option pricing is mathematically accurate and yet accessible to readers with limited mathematical training. It will appeal to professional traders as well as undergraduates studying the basics of finance. The author assumes no prior knowledge of probability, and offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this second edition are: a new chapter on optimization methods in finance; a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter.

Mathematical Finance And Probability

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Author : Pablo Koch Medina
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06

Mathematical Finance And Probability written by Pablo Koch Medina and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

On what grounds can one reasonably expect that a complex financial contract solving a complex real-world issue does not deserve the same thorough scientific treatment as an aeroplane wing or a micro-proces sor? Only ignorance would suggest such an idea. E. Briys and F. De Varenne The objective of this book is to give a self-contained presentation of that part of mathematical finance devoted to the pricing of derivative instruments. During the past two decades the pricing of financial derivatives - or more generally: mathematical finance - has steadily won in importance both within the financial services industry and within the academic world. The complexity of the mathemat ics needed to master derivatives techniques naturally resulted in a high demand for quantitatively oriented professionals (mostly mathematicians and physicists) in the banking and insurance world. This in turn triggered a demand for university courses on the relevant topics and at the same time confronted the mathematical community with an interesting field of application for many techniques that had originally been developed for other purposes. Most probably this development was accelerated by an ever more applied orientation of the mathematics curriculum and the fact that finance institutions were often willing to generously support research in this field.

Elementary Probability Theory

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Author : K. L. Chung
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-07-14

Elementary Probability Theory written by K. L. Chung and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-07-14 with Mathematics categories.

This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS

Mathematical Financial Economics

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Author : Igor V. Evstigneev
language : en
Publisher: Springer
Release Date : 2015-05-15

Mathematical Financial Economics written by Igor V. Evstigneev and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-15 with Business & Economics categories.

This textbook is an elementary introduction to the key topics in mathematical finance and financial economics - two realms of ideas that substantially overlap but are often treated separately from each other. Our goal is to present the highlights in the field, with the emphasis on the financial and economic content of the models, concepts and results. The book provides a novel, unified treatment of the subject by deriving each topic from common fundamental principles and showing the interrelations between the key themes. Although the presentation is fully rigorous, with some rare and clearly marked exceptions, the book restricts itself to the use of only elementary mathematical concepts and techniques. No advanced mathematics (such as stochastic calculus) is used.

An Introduction To Mathematical Finance

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Author : Sheldon M. Ross
language : en
Publisher: Cambridge University Press
Release Date : 1999-08-28

An Introduction To Mathematical Finance written by Sheldon M. Ross and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-08-28 with Mathematics categories.

This mathematically elementary introduction to the theory of options pricing presents the Black-Scholes theory of options as well as introducing such topics in finance as the time value of money, mean variance analysis, optimal portfolio selection, and the capital assets pricing model. The author assumes no prior knowledge of probability and presents all the necessary preliminary material simply and clearly. He explains the concept of arbitrage with examples, and then uses the arbitrage theorem, along with an approximation of geometric Brownian motion, to obtain a simple derivation of the Black-Scholes formula. In the later chapters he presents real price data indicating that this model is not always appropriate and shows how the model can be generalized to deal with such situations. No other text presents such topics in a mathematically accurate but accessible way. It will appeal to professional traders as well as undergraduates studying the basics of finance.

The Mathematics Of Financial Derivatives

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Author : Paul Wilmott
language : en
Publisher: Cambridge University Press
Release Date : 1995-09-29

The Mathematics Of Financial Derivatives written by Paul Wilmott and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-09-29 with Business & Economics categories.

Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.

Mathematical Finance

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Author : M. H. A. Davis
language : en
Publisher:
Release Date : 2019

Mathematical Finance written by M. H. A. Davis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with Business & Economics categories.

Now a vital part of modern economies, the rapid growth of the finance industry in recent decades is largely due to the development of mathematical methods such as the theory of arbitrage. Asset valuation, credit trading, and fund management, now depend on these mathematical tools. Mark Davis explains the theories and their applications.

Elementary Calculus Of Financial Mathematics

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Author : A. J. Roberts
language : en
Publisher: SIAM
Release Date : 2009-03-12

Elementary Calculus Of Financial Mathematics written by A. J. Roberts and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-12 with Mathematics categories.

Financial mathematics and its calculus introduced in an accessible manner for undergraduate students.