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Riassunto: This book is meant to build the solid mathematical foundation required to understand the quantitative models used financial engineering. The financial applications range from the Put-Call parity, bond duration and convexity, and the Black-Scholes model, to the numerical estimation of the Greeks, implied volatility, and bootstrapping for finding interest rate curves. On the mathematical side, useful but sometimes overlooked topics are presented in detail: differentiating integrals with respect to nonconstant integral limits, numerical approximation of definite integrals, convergence of Taylor series expansions, finite difference approximations, Stirling's formula, Lagrange multipliers, polar coordinates, Newton's method for higher dimensional problems. A Solutions Manual containing complete solutions to every exercise, as well as to over 50 supplemental exercises, is available on amazon.com. International shipping and the Errata are available at www.fepress.org
About the Author: Dan Stefanica has been the Director of the Masters Program in Financial Engineering at Baruch College, City University of New York, since its inception in 2002. He is teaching courses on numerical methods for finance, as well as pre-program courses in advanced calculus and linear algebra with financial applications. He has a PhD in Applied Mathematics from New York University and taught previously at the Massachusetts Institute of Technology.
Titolo: A Primer for the Mathematics of Financial ...
Casa editrice: FE Press
Data di pubblicazione: 2008
Condizione libro: very good
Descrizione libro FE Press. PAPERBACK. Condizione libro: Fine. 0979757606 New Condition. Crisp pages and tight binding. Appears unread. Light shelf wear on cover. Codice libro della libreria DY2-AKRE-G394
Descrizione libro Condizione libro: Very Good. In good condition and ready for quick shipment to any US location by an experienced and reliable seller. CDs and Access codes may not be included as is the case with most used books. Thanks for shopping with us!. Codice libro della libreria 1749392
Descrizione libro FE Press, 2008. Paperback. Condizione libro: Very Good. Codice libro della libreria P020979757606
Descrizione libro FE Press. PAPERBACK. Condizione libro: Fine. 0979757606 Like New Condition. Codice libro della libreria LN6.0664441
Descrizione libro FE Press, 2008. Paperback. Condizione libro: Like New. Codice libro della libreria P010979757606
Descrizione libro FE Press, 2008. Paperback. Condizione libro: New. Codice libro della libreria P110979757606
Descrizione libro FE Press. PAPERBACK. Condizione libro: New. 0979757606 New Condition. Codice libro della libreria NEW6.0664441
Descrizione libro FE Press, 2008. Paperback. Condizione libro: Good. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. Buy with confidence, excellent customer service!. Codice libro della libreria 0979757606