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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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
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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.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Mathematical Finance and Probability : A Discrete Introduction
Editore:
Springer Basel AG, 2002
ISBN 10: 3764369213
ISBN 13: 9783764369217
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Da: Better World Books Ltd, Dunfermline, Regno Unito
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Condizione: Very Good. 1st Edition. Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. Codice articolo 52225729-20
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Mathematical Finance and Probability
Da: Biblios, Frankfurt am main, HESSE, Germania
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Condizione: New. pp. 344. Codice articolo 18354968
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Mathematical Finance and Probability: A Discrete Introduction.
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Basel: Birkhäuser Verlag, 2003
ISBN 10: 3764369213
ISBN 13: 9783764369217
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Mathematical Finance and Probability
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Mathematical Finance and Probability
Da: Majestic Books, Hounslow, Regno Unito
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Condizione: New. pp. 344 Illus. Codice articolo 7525709
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Mathematical Finance and Probability
Editore:
Birkhäuser Basel, 2002
ISBN 10: 3764369213
ISBN 13: 9783764369217
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Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 ide. Codice articolo 5279534
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Mathematical Finance and Probability
Editore:
Birkhäuser Basel Dez 2002, 2002
ISBN 10: 3764369213
ISBN 13: 9783764369217
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 344 pp. Englisch. Codice articolo 9783764369217
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Mathematical Finance and Probability : A Discrete Introduction
Da: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - On what grounds can one reasonably expect that a complex financial contract solving a complex real-world issue does not deserve the same thorough scientific treatment as an aeroplane wing or a micro-proces sor Only ignorance would suggest such an idea. E. Briys and F. De Varenne The objective of this book is to give a self-contained presentation of that part of mathematical finance devoted to the pricing of derivative instruments. During the past two decades the pricing of financial derivatives - or more generally: mathematical finance - has steadily won in importance both within the financial services industry and within the academic world. The complexity of the mathemat ics needed to master derivatives techniques naturally resulted in a high demand for quantitatively oriented professionals (mostly mathematicians and physicists) in the banking and insurance world. This in turn triggered a demand for university courses on the relevant topics and at the same time confronted the mathematical community with an interesting field of application for many techniques that had originally been developed for other purposes. Most probably this development was accelerated by an ever more applied orientation of the mathematics curriculum and the fact that finance institutions were often willing to generously support research in this field. Codice articolo 9783764369217
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Mathematical Finance and Probability
Editore:
Birkhäuser Basel, Birkhäuser Basel Dez 2002, 2002
ISBN 10: 3764369213
ISBN 13: 9783764369217
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Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. Neuware -On what grounds can one reasonably expect that a complex financial contract solving a complex real-world issue does not deserve the same thorough scientific treatment as an aeroplane wing or a micro-proces sor Only ignorance would suggest such an idea. E. Briys and F. De Varenne The objective of this book is to give a self-contained presentation of that part of mathematical finance devoted to the pricing of derivative instruments. During the past two decades the pricing of financial derivatives - or more generally: mathematical finance - has steadily won in importance both within the financial services industry and within the academic world. The complexity of the mathemat ics needed to master derivatives techniques naturally resulted in a high demand for quantitatively oriented professionals (mostly mathematicians and physicists) in the banking and insurance world. This in turn triggered a demand for university courses on the relevant topics and at the same time confronted the mathematical community with an interesting field of application for many techniques that had originally been developed for other purposes. Most probably this development was accelerated by an ever more applied orientation of the mathematics curriculum and the fact that finance institutions were often willing to generously support research in this field.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 344 pp. Englisch. Codice articolo 9783764369217
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Mathematical Finance and Probability: A Discrete Introduction
Da: California Books, Miami, FL, U.S.A.
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Condizione: New. Codice articolo I-9783764369217
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