Mathematical Finance and Probability: A Discrete Introduction - Brossura

Medina, Pablo Koch

 
9783764369217: Mathematical Finance and Probability: A Discrete Introduction
Brossura
ISBN 10: 3764369213 ISBN 13: 9783764369217
Casa editrice: Springer, 2013

Sinossi

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.

Dalla quarta di copertina

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.

Editore
Springer
Data di pubblicazione
2013
Lingua
Inglese
ISBN 10 
3764369213
ISBN 13 
9783764369217
Rilegatura
Copertina flessibile
Numero di pagine
344
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9780817669218: Mathematical Finance and Probability: A Discrete Introduction

Edizione in evidenza

ISBN 10:  0817669213 ISBN 13:  9780817669218
Casa editrice: Birkhauser, 2004
Rilegato