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Titlebook: An Introduction to Mathematical Finance with Applications; Understanding and Bu Arlie O. Petters,Xiaoying Dong Textbook 2016 Springer Scien

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發(fā)表于 2025-3-21 16:40:38 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
期刊全稱An Introduction to Mathematical Finance with Applications
期刊簡(jiǎn)稱Understanding and Bu
影響因子2023Arlie O. Petters,Xiaoying Dong
視頻videohttp://file.papertrans.cn/156/155341/155341.mp4
發(fā)行地址Provides a good balance between mathematical derivation and accessibility to the reader and instructor.Self-contained with respect to required finance background, providing financial minutia along the
學(xué)科分類Springer Undergraduate Texts in Mathematics and Technology
圖書(shū)封面Titlebook: An Introduction to Mathematical Finance with Applications; Understanding and Bu Arlie O. Petters,Xiaoying Dong Textbook 2016 Springer Scien
影響因子.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 the basis for building realistic models,?including those that may become proprietary. Numerous carefully chosen?examples and exercises reinforce the student’s conceptual understanding?and facility with applications. ?The exercises are divided into?conceptual, application-based, and theoretical problems, which probe the?material deeper..The book is aimed toward advanced undergraduates and first-year graduate?students who are new to finance or want a more rigorous treatment of the?mathematical models used within. While no background in finance is?assumed, prerequisite math courses include multivariable calculus,?probability, and linear algebra. The authors introduce additional?mathematical tools as needed. The entire textbook is appropriate for a?single year-long course on introductory mathematical finance. The?self-contained design of the text allows for instructor flexibility in?topics c
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Markowitz Portfolio Theory,ent portfolio, namely, one with the least risk given an expected return and largest expected return given a level of portfolio risk. This chapter covers: the set up of the Markowitz portfolio model, which includes modeling security returns, the issue of multivariate normality, weights, short selling
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Capital Market Theory and Portfolio Risk Measures,of a portfolio. It introduces the capital asset pricing model (CAPM), linear factor models, and several approaches to portfolio risk measures such as value-at-risk, conditional value-at-risk and the concept of coherent risk measures, as well as a variety of portfolio evaluation techniques such as th
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Binomial Trees and Security Pricing Modeling,ssumption is that one obtains a more and more accurate model of the random future price of a security. This chapter covers: the general binomial tree model of future security prices, the Cox-Ross-Rubinstein (CRR) tree in the real world and risk-neutral world, the Lindeberg Central Limit Theorem with
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Stochastic Calculus and Geometric Brownian Motion Model,derivatives. It introduces concepts such as conditional expectation with respect to a .-algebra, filtrations, adapted processes, Brownian motion (BM), martingales, quadratic variation and covariation, the It? integral with respect to BM, It?’s lemma, Girsanov theorem for a single BM and geometric Br
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Derivatives: Forwards, Futures, Swaps, and Options,ilding blocks of derivatives: forwards, futures, swaps (a brief introduction only) and options with a balance of theoretical and practical perspectives. The approach focuses on understanding the contracts and strategies, with an emphasis on options. The pricing aspect will be discussed in the next c
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Derivatives: Forwards, Futures, Swaps, and Options,ilding blocks of derivatives: forwards, futures, swaps (a brief introduction only) and options with a balance of theoretical and practical perspectives. The approach focuses on understanding the contracts and strategies, with an emphasis on options. The pricing aspect will be discussed in the next chapter.
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