Mathematical Finance and Probability: A Discrete Introduction - Softcover

Medina, Pablo Koch

 
9783764369217: Mathematical Finance and Probability: A Discrete Introduction
Softcover
ISBN 10: 3764369213 ISBN 13: 9783764369217
Verlag: Springer, 2013

Inhaltsangabe

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.

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The objective of this book is to give a self-contained presentation to the theory underlying the valuation of derivative financial instruments, which

is becoming a standard part of the toolbox of professionals in the financial industry. Although a complete derivation of the Black-Scholes

option pricing formula is given, the focus is on finite-time models. Not going for the greatest possible level of generality is greatly rewarded by

a greater insight into the underlying economic ideas, putting the reader in an excellent position to proceed to the more general continuous-time

theory.

The material will be accessible to students and practitioners having a working knowledge of linear algebra and calculus. All additional material

is developed from the very beginning as needed. In particular, the book also offers an introduction to modern probability theory, albeit mostly

within the context of finite sample spaces.

The style of presentation will appeal to financial economics students seeking an elementary but rigorous introduction to the subject; mathematics

and physics students looking for an opportunity to become acquainted with this modern applied topic; and mathematicians, physicists or quantitatively inclined economists working in the financial industry.

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Verlag
Springer
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
3764369213
ISBN 13 
9783764369217
Einband
Tapa blanda
Anzahl der Seiten
344
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

Weitere beliebte Ausgaben desselben Titels

9780817669218: Mathematical Finance and Probability: A Discrete Introduction

Vorgestellte Ausgabe

ISBN 10:  0817669213 ISBN 13:  9780817669218
Verlag: Birkhauser, 2004
Hardcover