"https://i.ebayimg.com/images/g/TaoAAOSwWxNYn-vn/s-l500.jpg" />
Item specifics
- Condition
- ISBN
- 9781493937813
- Subject Area
- Mathematics, Business & Economics
- Publication Name
- Introduction to Mathematical Finance with Applications : Understanding and Building Financial Intuition
- Publisher
- Springer New York
- Item Length
- 10 in
- Subject
- Finance / General, Probability & Statistics / General, Applied, Business Mathematics
- Publication Year
- 2016
- Series
- Springer Undergraduate Texts in Mathematics and Technology Ser.
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Weight
- 53.3 Oz
- Item Width
- 7 in
- Number of Pages
- Xvii, 483 Pages
An Introduction to Mathematical Finance with Applications: Understanding and Bui
About this product
Product Identifiers
Publisher
Springer New York
ISBN-10
1493937812
ISBN-13
9781493937813
eBay Product ID (ePID)
222168450
Product Key Features
Number of Pages
Xvii, 483 Pages
Publication Name
Introduction to Mathematical Finance with Applications : Understanding and Building Financial Intuition
Language
English
Publication Year
2016
Subject
Finance / General, Probability & Statistics / General, Applied, Business Mathematics
Type
Textbook
Subject Area
Mathematics, Business & Economics
Series
Springer Undergraduate Texts in Mathematics and Technology Ser.
Format
Hardcover
Dimensions
Item Weight
53.3 Oz
Item Length
10 in
Item Width
7 in
Additional Product Features
Intended Audience
LCCN
2016-939449
TitleLeading
An
Dewey Edition
23
Reviews
“The book is an undergraduate textbook in mathematical finance with applications. … The textbook is aimed at advanced undergraduates, and also at master’s degree students who want a more rigorous treatment of the mathematical models in finance. This text will be a very good textbook for a year-long course on introductory mathematical finance.” (Anatoliy Swishchuk, zbMATH 1348.91002, 2016), “The book is thick with rich with applications and solid justifications of all concepts. … If you are a financial mathematics instructor, this book is for you. It progresses through easier topics to more advanced topics very well and is practical, meaningful, and more importantly, relevant to the 21st century financial student. … can be used as the one standard book for your class but can also be a springboard to research projects with your more advanced and curious students.” (Peter T. Olszewski, MAA Reviews, August, 2017) “The book is an undergraduate textbook in mathematical finance with applications. … The textbook is aimed at advanced undergraduates, and also at master’s degree students who want a more rigorous treatment of the mathematical models in finance. This text will be a very good textbook for a year-long course on introductory mathematical finance.” (Anatoliy Swishchuk, zbMATH 1348.91002, 2016)
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
332.015195
Table Of Content
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.
Synopsis
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 courses and those focusing on financial derivatives. Moreover, the text is useful for mathematicians, physicists, and engineers who want to learn finance via an approach that builds their financial intuition and is explicit about model building, as well as business school students who want a treatment of finance that is deeper but not overly theoretical. “, 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 courses and those focusing on financial derivatives. Moreover, the text is useful for mathematicians, physicists, and engineers who want to learn finance via an approach that builds their financial intuition and is explicit about model building, as well as business school students who want a treatment of finance that is deeper but not overly theoretical.
LC Classification Number
H61.25
Price : 76.36
Ends on : N/A
View on eBay
