Esta web utiliza cookies propias y de terceros que nos permiten optimizar tu experiencia en el sitio web, evaluar su rendimiento, generar estadísticas de uso y mejorar y añadir nuevas funcionalidades. Mediante el análisis de tus hábitos de navegación podemos mostrar contenidos más relevantes y medir las interacciones con la web.
Puede obtener más información aquí.

Avanzado
Artículos
Portada

AN INTRODUCTION TO MATHEMATICAL FINANCE WITH APPLICATIONS IBD

ARLIE O PETTERS / XIAOYING DONG
SPRINGER
05 / 2018
9781493981373
Inglés

Sinopsis

This textbook aims to fill the gap between those that offer aátheoretical treatment without many applications and those that presentáand apply formulas without appropriately deriving them. The balanceáachieved will give readers a fundamental understanding of key financialáideas and tools that form the basis for building realistic models,áincluding those that may become proprietary. Numerous carefully chosenáexamples and exercises reinforce the studentâÇÖs conceptual understandingáand facility with applications. áThe exercises are divided intoáconceptual, application-based, and theoretical problems, which probe theámaterial deeper.The book is aimed toward advanced undergraduates and first-year graduateástudents who are new to finance or want a more rigorous treatment of theámathematical models used within. While no background in finance isáassumed, prerequisite math courses include multivariable calculus,áprobability, and linear algebra. The authors introduce additionalámathematical tools as needed. The entire textbook is appropriate for aásingle year-long course on introductory mathematical finance. Theáself-contained design of the text allows for instructor flexibility inátopics courses and those focusing on financial derivatives. Moreover,áthe text is useful for mathematicians, physicists, and engineers whoáwant to learn finance via an approach that builds their financialáintuition and is explicit about model building, as well as businessáschool students who want a treatment of finance that is deeper but not overly theoretical.