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An introduction to mathematical finance with applications[electronic resource] :understanding and building financial intuition /

紀錄類型:	書目-電子資源 : Monograph/item
杜威分類號:	330.015195
書名/作者:	An introduction to mathematical finance with applications : understanding and building financial intuition // by Arlie O. Petters, Xiaoying Dong.
作者:	Petters, Arlie O.
其他作者:	Dong, Xiaoying.
出版者:	New York, NY : : Springer New York :, 2016.
面頁冊數:	xvii, 483 p. : : ill. (some col.), digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Business mathematics.
標題:	Economics, Mathematical.
標題:	Mathematics.
標題:	Quantitative Finance.
標題:	Mathematical Modeling and Industrial Mathematics.
標題:	Probability Theory and Stochastic Processes.
標題:	Actuarial Sciences.
ISBN:	9781493937837
ISBN:	9781493937813
內容註:	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.
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1007/978-1-4939-3783-7

An introduction to mathematical finance with applications[electronic resource] :understanding and building financial intuition /
Petters, Arlie O.

An introduction to mathematical finance with applicationsunderstanding and building financial intuition /[electronic resource] :by Arlie O. Petters, Xiaoying Dong. - New York, NY :Springer New York :2016. - xvii, 483 p. :ill. (some col.), digital ;24 cm. - Springer undergraduate texts in mathematics and technology,1867-5506. - Springer undergraduate texts in mathematics and technology..

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.

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.

ISBN: 9781493937837

Standard No.: 10.1007/978-1-4939-3783-7doiSubjects--Topical Terms:

172382
Business mathematics.

LC Class. No.: HF5691

Dewey Class. No.: 330.015195

An introduction to mathematical finance with applications[electronic resource] :understanding and building financial intuition /
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