Introducing Financial Mathematics

Introducing Financial Mathematics

Forfatter: Mladen Victor Wickerhauser
Forlag: CRC Press
Utgave: 1
Utgivelsesår: 2022
ISBN: 9781032359854

Kjøp boken

0

Betal med Klarna
14 dagers angrerett

Introducing Financial Mathematics: Theory, Binomial Models, and Applications seeks to replace existing books with a rigorous stand-alone text that covers fewer examples in greater detail with more proofs. The book uses the fundamental theorem of asset pricing as an introduction to linear algebra and convex analysis. It also provides example computer programs, mainly Octave/MATLAB functions but also spreadsheets and Macsyma scripts, with which students may experiment on real data.The text's unique coverage is in its contemporary combination of discrete and continuous models to compute implied volatility and fit models to market data. The goal is to bridge the large gaps among nonmathematical finance texts, purely theoretical economics texts, and specific software-focused engineering texts.

Du vil kanskje også like

Kjøp boken0