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An introduction to the mathematics of financial derivatives /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam :
Academic Press,
2014.
|
| Edición: | Third edition. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 003 | OCoLC | ||
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| 008 | 140311s2014 ne ob 001 0 eng d | ||
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| 020 | |a 9780123846839 |q (electronic bk.) | ||
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| 050 | 4 | |a HG6024.A3 | |
| 082 | 0 | 4 | |a 332.6320151 |2 23 |
| 245 | 0 | 3 | |a An introduction to the mathematics of financial derivatives / |c edited by Ali Hirsa, Salih N. Neftci. |
| 250 | |a Third edition. | ||
| 264 | 1 | |a Amsterdam : |b Academic Press, |c 2014. | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 520 | |a 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 | ||
| 588 | 0 | |a Print version record. | |
| 504 | |a Includes bibliographical references (pages 437-438) and index. | ||
| 505 | 0 | |a Financial derivatives--a brief introduction -- A primer on the arbitrage theorem -- Review of deterministic calculus -- Pricing derivatives : models and notation -- Tools in probability theory -- Martingales and Martingale representations -- Differentiation in stochastic environments -- The Wiener process, L�evy processes, and rare events in financial markets -- Integration in stochastic environments -- It�o's lemma -- The dynamics of derivative prices -- Pricing derivative products : partial differential equations -- PDEs and PIDEs--an application -- Pricing derivative products : equivalent Martingale measures -- Equivalent Martingale measures -- New results and tools for interest-sensitive securities -- Arbitrage theorem in a new setting -- Modeling term structure and related concepts -- Classical and HJM approach to fixed income -- Classical PDE analysis for interest rate derivatives -- Relating conditional expectations to PDEs -- Pricing derivatives via Fourier transform technique -- Credit spread and credit derivatives -- Stopping times and American-type securities -- Overview of calibration and estimation techniques. | |
| 650 | 0 | |a Derivative securities |x Mathematics. | |
| 650 | 6 | |a Instruments d�eriv�es (Finances) |0 (CaQQLa)201-0260408 |x Math�ematiques. |0 (CaQQLa)201-0380112 | |
| 650 | 7 | |a Derivative securities |x Mathematics |2 fast |0 (OCoLC)fst00891027 | |
| 650 | 7 | |a Kreditmarkt |2 gnd |0 (DE-588)4073788-3 | |
| 650 | 7 | |a Corporate Finance |2 gnd |0 (DE-588)4269795-5 | |
| 650 | 7 | |a Mathematische Methode |2 gnd |0 (DE-588)4155620-3 | |
| 700 | 1 | |a Hirsa, Ali, |e editor. | |
| 700 | 1 | |a Neftci, Salih N., |e editor. | |
| 776 | 0 | 8 | |i Print version: |a Hirsa, Ali. |t Introduction to the mathematics of financial derivatives. |b Third edition |z 9780123846822 |w (OCoLC)859555808 |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780123846822 |z Texto completo |