Introducing Financial Mathematics: Theory, Binomial Models, and Applications

Mladen Victor Wickerhauser

ISBN 10: 1032359854 / ISBN 13: 9781032359854

Verlag: Taylor & Francis Ltd, 2022

Beschreibung

New copy - Usually dispatched within 4 working days. 185.

Bestandsnummer des Verkäufers B9781032359854

Bibliografische Details

• Titel: Introducing Financial Mathematics: Theory, Binomial Models, and Applications
• Verlag: Taylor & Francis Ltd
• Erscheinungsjahr: 2022
• Sprache: Englisch
• ISBN-10: 1032359854
• ISBN-13: 9781032359854
• Einband: Hardback
• Zustand: New

Über diesen Titel

Inhaltsangabe

Introducing Financial Mathematics: Theory, Binomial Models, and Applications seeks to replace existing books with a rigorous stand-alone text that covers fewer examples in greater detail with more proofs. The book uses the fundamental theorem of asset pricing as an introduction to linear algebra and convex analysis. It also provides example computer programs, mainly Octave/MATLAB functions but also spreadsheets and Macsyma scripts, with which students may experiment on real data.The text's unique coverage is in its contemporary combination of discrete and continuous models to compute implied volatility and fit models to market data. The goal is to bridge the large gaps among nonmathematical finance texts, purely theoretical economics texts, and specific software-focused engineering texts.

Über die Autorin bzw. den Autor

Mladen Victor Wickerhauser is professor of mathematics and statistics at Washington University, St. Louis. He holds a PhD from Yale University. ​Professor Wickerhauser’s research interests include harmonic analysis, wavelets, and numerical algorithms for data compression. He has six US patents and 118 publications, one of which led to an algorithm used by the FBI to encode fingerprint images.