An Elementary Introduction To Mathematical Finance

Author : Sheldon M. Ross
Publisher : Cambridge University Press
ISBN 13 : 1139498037
Total Pages : 323 pages
Book Rating : 4.36/5 ( download)

DOWNLOAD NOW!

Download or read book An Elementary Introduction to Mathematical Finance written by Sheldon M. Ross and published by Cambridge University Press. This book was released on 2011-02-28 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.

Author : Sheldon M. Ross
Publisher : Cambridge University Press
ISBN 13 : 9780521814294
Total Pages : 278 pages
Book Rating : 4.94/5 ( download)

DOWNLOAD NOW!

Download or read book An Elementary Introduction to Mathematical Finance written by Sheldon M. Ross and published by Cambridge University Press. This book was released on 2003 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: Table of contents

Author : Marek Capinski
Publisher : Springer
ISBN 13 : 1852338466
Total Pages : 317 pages
Book Rating : 4.66/5 ( download)

DOWNLOAD NOW!

Download or read book Mathematics for Finance written by Marek Capinski and published by Springer. This book was released on 2006-04-18 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.

Author : K. L. Chung
Publisher : Springer Science & Business Media
ISBN 13 : 1475739737
Total Pages : 332 pages
Book Rating : 4.32/5 ( download)

DOWNLOAD NOW!

Download or read book Elementary Probability Theory with Stochastic Processes written by K. L. Chung and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an elementary introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, amply motivated, explained and illustrated with a large number of carefully selected samples. The fourth edition adds material related to mathematical finance, as well as expansions on stable laws and martingales.

Author : Pablo Koch Medina
Publisher : Birkhäuser
ISBN 13 : 3034880413
Total Pages : 326 pages
Book Rating : 4.11/5 ( download)

DOWNLOAD NOW!

Download or read book Mathematical Finance and Probability written by Pablo Koch Medina and published by Birkhäuser. This book was released on 2012-12-06 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This self-contained book presents the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the professional toolbox in the financial industry. It provides great insight into the underlying economic ideas in a very readable form, putting the reader in an excellent position to proceed to the more general continuous-time theory.

Author : Stanley R. Pliska
Publisher : Wiley
ISBN 13 : 9781557869456
Total Pages : 276 pages
Book Rating : 4.56/5 ( download)

DOWNLOAD NOW!

Download or read book Introduction to Mathematical Finance written by Stanley R. Pliska and published by Wiley. This book was released on 1997-07-07 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to provide a rigorous yet accessible introduction to the modern financial theory of security markets. The main subjects are derivatives and portfolio management. The book is intended to be used as a text by advanced undergraduates and beginning graduate students. It is also likely to be useful to practicing financial engineers, portfolio manager, and actuaries who wish to acquire a fundamental understanding of financial theory. The book makes heavy use of mathematics, but not at an advanced level. Various mathematical concepts are developed as needed, and computational examples are emphasized.

Author : Mark H. A. Davis
Publisher : Oxford University Press, USA
ISBN 13 : 0198787944
Total Pages : 161 pages
Book Rating : 4.45/5 ( download)

DOWNLOAD NOW!

Download or read book Mathematical Finance written by Mark H. A. Davis and published by Oxford University Press, USA. This book was released on 2019 with total page 161 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now a vital part of modern economies, the rapid growth of the finance industry in recent decades is largely due to the development of mathematical methods such as the theory of arbitrage. Asset valuation, credit trading, and fund management, now depend on these mathematical tools. Mark Davis explains the theories and their applications.

Author : Suresh Chandra
Publisher :
ISBN 13 : 9781842656549
Total Pages : 0 pages
Book Rating : 4.46/5 ( download)

DOWNLOAD NOW!

Download or read book Financial Mathematics written by Suresh Chandra and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides an introductory text on financial mathematics. Apart from presenting two Nobel Prize winning theories of Black, Scholes and Merton for option pricing and Mean-Variance approach of Markowitz for portfolio optimization, the text also includes now standard topics of interest rate and interest rate derivatives.

Author : Stephen Blyth
Publisher : Oxford University Press, USA
ISBN 13 : 0199666598
Total Pages : 193 pages
Book Rating : 4.91/5 ( download)

DOWNLOAD NOW!

Download or read book An Introduction to Quantitative Finance written by Stephen Blyth and published by Oxford University Press, USA. This book was released on 2014 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.

Author : Steven Roman
Publisher : Springer Science & Business Media
ISBN 13 : 1441990054
Total Pages : 358 pages
Book Rating : 4.51/5 ( download)

DOWNLOAD NOW!

Download or read book Introduction to the Mathematics of Finance written by Steven Roman and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: An elementary introduction to probability and mathematical finance including a chapter on the Capital Asset Pricing Model (CAPM), a topic that is very popular among practitioners and economists. Dr. Roman has authored 32 books, including a number of books on mathematics, such as Coding and Information Theory, Advanced Linear Algebra, and Field Theory, published by Springer-Verlag.