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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Petters, Arlie O. (Author), Dong, Xiaoying (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: New York, NY : Springer New York : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:Springer Undergraduate Texts in Mathematics and Technology,
Subjects:
Social sciences-Mathematics.
Mathematical models.
Probabilities.
Actuarial science.
Mathematics in Business, Economics and Finance.
Mathematical Modeling and Industrial Mathematics.
Probability Theory.
Actuarial Mathematics.
Online Access:Texto Completo
Table of Contents:
  • 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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