The Handbook Of Financial Mathematics Mathematics For Derivatives
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The Handbook Of Financial Mathematics Mathematics For Derivatives
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Author : Peter C. Cartledge
language : en
Publisher: American Educational Systems
Release Date : 2000
The Handbook Of Financial Mathematics Mathematics For Derivatives written by Peter C. Cartledge and has been published by American Educational Systems this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business mathematics categories.
Financial Mathematics Derivatives And Structured Products
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Author : Raymond H. Chan
language : en
Publisher: Springer
Release Date : 2019-02-27
Financial Mathematics Derivatives And Structured Products written by Raymond H. Chan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-02-27 with Mathematics categories.
This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses: • Financial Mathematics (undergraduate level) • Stochastic Modelling in Finance (postgraduate level) • Financial Markets and Derivatives (undergraduate level) • Structured Products and Solutions (undergraduate/postgraduate level)
An Introduction To The Mathematics Of Financial Derivatives
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Author : Salih N. Neftci
language : en
Publisher: Academic Press
Release Date : 2000-05-19
An Introduction To The Mathematics Of Financial Derivatives written by Salih N. Neftci and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-05-19 with Business & Economics categories.
A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.
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.
Financial Mathematics Derivatives And Structured Products
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Author : Raymond H. Chan
language : en
Publisher: Springer Nature
Release Date :
Financial Mathematics Derivatives And Structured Products written by Raymond H. Chan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Introductory Course On Financial Mathematics
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Author : M V Tretyakov
language : en
Publisher: World Scientific Publishing Company
Release Date : 2013-07-23
Introductory Course On Financial Mathematics written by M V Tretyakov and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-07-23 with Mathematics categories.
This book is an elementary introduction to the basic concepts of financial mathematics with a central focus on discrete models and an aim to demonstrate simple, but widely used, financial derivatives for managing market risks. Only a basic knowledge of probability, real analysis, ordinary differential equations, linear algebra and some common sense are required to understand the concepts considered in this book. Financial mathematics is an application of advanced mathematical and statistical methods to financial management and markets, with a main objective of quantifying and hedging risks. Since the book aims to present the basics of financial mathematics to the reader, only essential elements of probability and stochastic analysis are given to explain ideas concerning derivative pricing and hedging. To keep the reader intrigued and motivated, the book has a ‘sandwich’ structure: probability and stochastics are given in situ where mathematics can be readily illustrated by application to finance. The first part of the book introduces one of the main principles in finance — ‘no arbitrage pricing’. It also introduces main financial instruments such as forward and futures contracts, bonds and swaps, and options. The second part deals with pricing and hedging of European- and American-type options in the discrete-time setting. In addition, the concept of complete and incomplete markets is discussed. Elementary probability is briefly revised and discrete-time discrete-space stochastic processes used in financial modelling are considered. The third part introduces the Wiener process, Ito integrals and stochastic differential equations, but its main focus is the famous Black–Scholes formula for pricing European options. Some guidance for further study within this exciting and rapidly changing field is given in the concluding chapter. There are approximately 100 exercises interspersed throughout the book, and solutions for most problems are provided in the appendices.
Financial Mathematics
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Author : Giuseppe Campolieti
language : en
Publisher: CRC Press
Release Date : 2018-10-24
Financial Mathematics written by Giuseppe Campolieti and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-24 with Business & Economics categories.
Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors’ teaching experiences, the book encompasses a breadth of topics, from introductory to more advanced ones. Accessible to undergraduate students in mathematics, finance, actuarial science, economics, and related quantitative areas, much of the text covers essential material for core curriculum courses on financial mathematics. Some of the more advanced topics, such as formal derivative pricing theory, stochastic calculus, Monte Carlo simulation, and numerical methods, can be used in courses at the graduate level. Researchers and practitioners in quantitative finance will also benefit from the combination of analytical and numerical methods for solving various derivative pricing problems. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. The book provides complete coverage of both discrete- and continuous-time financial models that form the cornerstones of financial derivative pricing theory. It also presents a self-contained introduction to stochastic calculus and martingale theory, which are key fundamental elements in quantitative finance.
Mathematics Of The Financial Markets
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Author : Alain Ruttiens
language : en
Publisher: John Wiley & Sons
Release Date : 2013-04-25
Mathematics Of The Financial Markets written by Alain Ruttiens and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-25 with Business & Economics categories.
Mathematics of the Financial Markets Financial Instruments and Derivatives Modeling, Valuation and Risk Issues "Alain Ruttiens has the ability to turn extremely complex concepts and theories into very easy to understand notions. I wish I had read his book when I started my career!" Marco Dion, Global Head of Equity Quant Strategy, J.P. Morgan "The financial industry is built on a vast collection of financial securities that can be valued and risk profiled using a set of miscellaneous mathematical models. The comprehension of these models is fundamental to the modern portfolio and risk manager in order to achieve a deep understanding of the capabilities and limitations of these methods in the approximation of the market. In his book, Alain Ruttiens exposes these models for a wide range of financial instruments by using a detailed and user friendly approach backed up with real-life data examples. The result is an excellent entry-level and reference book that will help any student and current practitioner up their mathematical modeling skills in the increasingly demanding domain of asset and risk management." Virgile Rostand, Consultant, Toronto ON "Alain Ruttiens not only presents the reader with a synthesis between mathematics and practical market dealing, but, more importantly a synthesis of his thinking and of his life." René Chopard, CEO, Centro di Studi Bancari Lugano, Vezia / Professor, Università dell'Insubria, Varese "Alain Ruttiens has written a book on quantitative finance that covers a wide range of financial instruments, examples and models. Starting from first principles, the book should be accessible to anyone who is comfortable with trading strategies, numbers and formulas." Dr Yuh-Dauh Lyuu, Professor of Finance & Professor of Computer Science & Information Engineering, National Taiwan University
Introduction To Financial Mathematics
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Author : Donald R. Chambers
language : en
Publisher: CRC Press
Release Date : 2021-06-16
Introduction To Financial Mathematics written by Donald R. Chambers and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-16 with Computers categories.
This book’s primary objective is to educate aspiring finance professionals about mathematics and computation in the context of financial derivatives. The authors offer a balance of traditional coverage and technology to fill the void between highly mathematical books and broad finance books. The focus of this book is twofold: To partner mathematics with corresponding intuition rather than diving so deeply into the mathematics that the material is inaccessible to many readers. To build reader intuition, understanding and confidence through three types of computer applications that help the reader understand the mathematics of the models. Unlike many books on financial derivatives requiring stochastic calculus, this book presents the fundamental theories based on only undergraduate probability knowledge. A key feature of this book is its focus on applying models in three programming languages –R, Mathematica and EXCEL. Each of the three approaches offers unique advantages. The computer applications are carefully introduced and require little prior programming background. The financial derivative models that are included in this book are virtually identical to those covered in the top financial professional certificate programs in finance. The overlap of financial models between these programs and this book is broad and deep.
An Introduction To Financial Mathematics
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Author : Hugo D. Junghenn
language : en
Publisher: CRC Press
Release Date : 2019-03-14
An Introduction To Financial Mathematics written by Hugo D. Junghenn and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-14 with Business & Economics categories.
Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives. The book consists of fifteen chapters, the first ten of which develop option valuation techniques in discrete time, the last five describing the theory in continuous time. The first half of the textbook develops basic finance and probability. The author then treats the binomial model as the primary example of discrete-time option valuation. The final part of the textbook examines the Black-Scholes model. The book is written to provide a straightforward account of the principles of option pricing and examines these principles in detail using standard discrete and stochastic calculus models. Additionally, the second edition has new exercises and examples, and includes many tables and graphs generated by over 30 MS Excel VBA modules available on the author’s webpage https://home.gwu.edu/~hdj/.