Risk Neutral Pricing and Financial Mathematics: A Primer

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9780128015346: Risk Neutral Pricing and Financial Mathematics: A Primer

Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society).

  • Includes more subjects than other books, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, term structure models, valuation, and hedging techniques
  • Emphasizes introductory financial engineering, financial modeling, and financial mathematics
  • Suited for corporate training programs and professional association certification programs

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About the Author:

Peter Knopf obtained his Ph.D. from Cornell University and subsequently taught at Texas A&M University and Rutgers University. He is currently Professor of Mathematics at Pace University. He has numerous research publications in both pure and applied mathematics. His recent research interests have been in the areas of difference equations and stochastic delay equation models for pricing securities.

John Teall is a visiting professor at LUISS Business School in Rome, Italy. He is a former member of the American Stock Exchange and has served as a consultant to Deutsche Bank, Goldman Sachs, and other financial institutions.

Review:

"A self-contained and well-balanced financial modeling textbook ideally suitable for both business school and engineering school.  It also offers an intuitive and applied orientation approach for professional training and self-study."  --K.C. Chang, George Mason University

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Peter M. Knopf, John L. Teall
Editore: Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 0128015349 ISBN 13: 9780128015346
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Descrizione libro Elsevier Science Publishing Co Inc, United States, 2015. Paperback. Condizione libro: New. Language: English . Brand New Book. Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society). Codice libro della libreria AA59780128015346

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Peter M. Knopf, John L. Teall
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ISBN 10: 0128015349 ISBN 13: 9780128015346
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Descrizione libro Elsevier Science 2015-08-18, Amsterdam, 2015. paperback. Condizione libro: New. Codice libro della libreria 9780128015346

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Peter M. Knopf, John L. Teall
Editore: Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 0128015349 ISBN 13: 9780128015346
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Descrizione libro Elsevier Science Publishing Co Inc, United States, 2015. Paperback. Condizione libro: New. Language: English . Brand New Book. Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society). Codice libro della libreria AA59780128015346

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Knopf, Peter M., Teall, John L.
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ISBN 10: 0128015349 ISBN 13: 9780128015346
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Descrizione libro Academic Press, 2015. Condizione libro: New. Num Pages: 348 pages. BIC Classification: KFF; PB. Category: (P) Professional & Vocational. Dimension: 193 x 236 x 23. Weight in Grams: 712. . 2015. 1st Edition. Paperback. . . . . . Codice libro della libreria V9780128015346

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Descrizione libro Elsevier Science Publishing Co Inc. Paperback. Condizione libro: new. BRAND NEW, Risk Neutral Pricing and Financial Mathematics: A Primer, Peter M. Knopf, John L. Teall, Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society). * Includes more subjects than other books, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, term structure models, valuation, and hedging techniques* Emphasizes introductory financial engineering, financial modeling, and financial mathematics* Suited for corporate training programs and professional association certification programs. Codice libro della libreria B9780128015346

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Descrizione libro Condizione libro: New. Depending on your location, this item may ship from the US or UK. Codice libro della libreria 97801280153460000000

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Descrizione libro Academic Press. Condizione libro: New. Num Pages: 348 pages. BIC Classification: KFF; PB. Category: (P) Professional & Vocational. Dimension: 193 x 236 x 23. Weight in Grams: 712. . 2015. 1st Edition. Paperback. . . . . Books ship from the US and Ireland. Codice libro della libreria V9780128015346

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Descrizione libro Academic Press, 2015. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria BB-9780128015346

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Descrizione libro Condizione libro: New. Publisher/Verlag: Academic Press | Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society).Includes more subjects than other books, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, term structure models, valuation, and hedging techniquesEmphasizes introductory financial engineering, financial modeling, and financial mathematicsSuited for corporate training programs and professional association certification programs | Introduction and OverviewProbability and RiskDiscrete Time and State ModelsContinuous Time and State ModelsAn Introduction to Stochastic Processes and ApplicationsFundamentals of Stochastic Calculus and Black-ScholesFurther Applications of Black-ScholesMean-Reverting Processes | Format: Paperback | Language/Sprache: english | 711 gr | 235x192x16 mm | 348 pp. Codice libro della libreria K9780128015346

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Knopf, Peter M./ Teall, John L.
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Descrizione libro Academic Pr, 2015. Paperback. Condizione libro: Brand New. 1st edition. 348 pages. 8.43x5.85x0.73 inches. In Stock. Codice libro della libreria __0128015349

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