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

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 t...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Petters, Arlie O. (Autor), Dong, Xiaoying (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2016.
Edición:1st ed. 2016.
Colección:Springer Undergraduate Texts in Mathematics and Technology,
Temas:
Social sciences-Mathematics.
Mathematical models.
Probabilities.
Actuarial science.
Mathematics in Business, Economics and Finance.
Mathematical Modeling and Industrial Mathematics.
Probability Theory.
Actuarial Mathematics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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. .

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