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Financial mathematics : a comprehensive treatment /
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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Boca Raton, FL :
CRC Press,
2013.
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| Colección: | Chapman & Hall/CRC financial mathematics series.
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| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- I. Introduction to pricing and management of financial securites: Mathematics of Compounding
- Primer on Pricing Risky Securities
- Portfolio Management
- Primer on Derivative Securities
- II. Discrete-time modeling: Single-Period Arrow-Debreu Models
- Introduction to Discrete-Time Stochastic Calculus
- Replication and Pricing in the Binomial Tree Model
- General Multi-Asset Multi-Period Model
- III. Continuous-time modeling: Essentials of General Probability Theory
- One-Dimensional Brownian Motion and Related Processes
- Introduction to Continuous-Time Stochastic Calculus
- Risk-Neutral Pricing in the (B, S) Economy: One Underlying Stock
- Risk-Neutral Pricing in a Multi-Asset Economy
- American Options
- Interest-Rate Modelling and Derivative Pricing
- Alternative Models of Asset Price Dynamics
- IV. Computational Techniques
- Introduction to Monte Carlo and Simulation Methods
- Numerical Applications to Derivative Pricing.