Undergraduate Introduction to Financial Mathematics,
Автор: Valdez Stephen Название: An Introduction to Global Financial Markets ISBN: 1137497556 ISBN-13(EAN): 9781137497550 Издательство: Springer Рейтинг: Цена: 8524.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An accessible but comprehensive guide to the world of finance and financial markets. Taking an international approach, the authors examine the different types of banking and markets around the world, and cover foreign exchange and derivative products. This edition is right up to date and incorporates recent events and developments in finance.
Автор: Goriely, Alain Название: Applied Mathematics: A Very Short Introduction ISBN: 0198754043 ISBN-13(EAN): 9780198754046 Издательство: Oxford Academ Рейтинг: Цена: 1582.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Applied mathematics plays a role in many different fields, especially the sciences and engineering. Goriely explains its nature and its relationship to pure mathematics, and through a variety of applications - such as mathematical modelling to predict the effects of climate change - he illustrates its power in tackling very practical problems.
Описание: Requiring only a background in high school algebra, this book uses an innovative approach to make today`s college student literate in such financial matters as loans, pensions, and insurance. Included are hundreds of examples and solved problems, as well as several hundred exercises backed up by a solutions manual.
Автор: Ali Hirsa Название: An Introduction to the Mathematics of Financial Derivatives, ISBN: 012384682X ISBN-13(EAN): 9780123846822 Издательство: Elsevier Science Рейтинг: Цена: 13304.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. It encourages use of discrete chapters as complementary readings on different topics.
Описание: Presents the basics of functional analysis, as well as elements of variational equations (on the basis of bi-linear forms), including the Vishik-Lax-Milgram theorem and of generalized solutions of eliptic problems. Sobolev spaces and embedding theorems are introduced.
Автор: Tretyakov M V Название: Introductory Course on Financial Mathematics ISBN: 1908977388 ISBN-13(EAN): 9781908977380 Издательство: World Scientific Publishing Цена: 7603.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is an elementary introduction to the basic concepts of financial mathematics with a central focus on discrete models and an aim to demonstrate simple, but widely used, financial derivatives for managing market risks. Only a basic knowledge of probability, real analysis, ordinary differential equations, linear algebra and some common sense are required to understand the concepts considered in this book.Financial mathematics is an application of advanced mathematical and statistical methods to financial management and markets, with a main objective of quantifying and hedging risks. Since the book aims to present the basics of financial mathematics to the reader, only essential elements of probability and stochastic analysis are given to explain ideas concerning derivative pricing and hedging. To keep the reader intrigued and motivated, the book has a 'sandwich' structure: probability and stochastics are given in situ where mathematics can be readily illustrated by application to finance.The first part of the book introduces one of the main principles in finance -- 'no arbitrage pricing'. It also introduces main financial instruments such as forward and futures contracts, bonds and swaps, and options. The second part deals with pricing and hedging of European- and American-type options in the discrete-time setting. In addition, the concept of complete and incomplete markets is discussed. Elementary probability is briefly revised and discrete-time discrete-space stochastic processes used in financial modelling are considered. The third part introduces the Wiener process, Ito integrals and stochastic differential equations, but its main focus is the famous Black-Scholes formula for pricing European options. Some guidance for further study within this exciting and rapidly changing field is given in the concluding chapter. There are approximately 100 exercises interspersed throughout the book, and solutions for most problems are provided in the appendices.
Автор: Aaron Wootton; Valerie Peterson; Christopher Lee Название: A Primer for Undergraduate Research: ISBN: 3319660640 ISBN-13(EAN): 9783319660646 Издательство: Springer Рейтинг: Цена: 10760.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Coxeter Groups and the Davis Complex (T.A. Schroeder).- A Tale of Two Symmetries: Embeddable and Non-Embeddable Group Actions on Surfaces (V. Peterson, A. Wootton).- Tile Invariants for Tackling Tiling Questions (M.P. Hitchman).- Forbidden Minors: Finding the Finite Few (T.W. Mattman).- Introduction to competitive graph coloring (C. Dunn, V. Larsen, J.F. Nordstrom).- Matrioids (E. McNicholas, N.A. Neudauer, C. Starr).- Finite Frame Theory (S. Datta, J. Oldroyd).- Mathematical decision-making with linear and convex programming (J. Kotas).- Computing weight multiplicities (P. E. Harris).- Vaccination strategies for small worlds. (W. Just, H. C. Highlander).- Steady and Stable: Numerical Investigations of Nonlinear Partial Differential Equations (R. C. Harwood).
Автор: Deych, Lev I. Название: Advanced Undergraduate Quantum Mechanics ISBN: 3319715496 ISBN-13(EAN): 9783319715490 Издательство: Springer Рейтинг: Цена: 9083.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This introduction to quantum mechanics is intended for undergraduate students of physics, chemistry, and engineering with some previous exposure to quantum ideas.
An innovative textbook for use in advanced undergraduate and graduate courses; accessible to students in financial mathematics, financial engineering and economics.
Introduction to the Economics and Mathematics of Financial Markets fills the longstanding need for an accessible yet serious textbook treatment of financial economics. The book provides a rigorous overview of the subject, while its flexible presentation makes it suitable for use with different levels of undergraduate and graduate students. Each chapter presents mathematical models of financial problems at three different degrees of sophistication: single-period, multi-period, and continuous-time. The single-period and multi-period models require only basic calculus and an introductory probability/statistics course, while an advanced undergraduate course in probability is helpful in understanding the continuous-time models. In this way, the material is given complete coverage at different levels; the less advanced student can stop before the more sophisticated mathematics and still be able to grasp the general principles of financial economics.
The book is divided into three parts. The first part provides an introduction to basic securities and financial market organization, the concept of interest rates, the main mathematical models, and quantitative ways to measure risks and rewards. The second part treats option pricing and hedging; here and throughout the book, the authors emphasize the Martingale or probabilistic approach. Finally, the third part examines equilibrium models -- a subject often neglected by other texts in financial mathematics, but included here because of the qualitative insight it offers into the behavior of market participants and pricing.
Автор: Hastings Название: Introduction to Financial Mathematics ISBN: 149872390X ISBN-13(EAN): 9781498723909 Издательство: Taylor&Francis Рейтинг: Цена: 14851.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Introduction to Financial Mathematics is ideal for an introductory undergraduate course. Unlike most textbooks aimed at more advanced courses, the textmotivates students through a discussion of personal finances and portfolio management. The author then goes on to covervaluation of financial derivatives in discrete time, using all of closed form, recursive, and simulation methods.
The text covers nearly all of the syllabus topics of the Financial Mathematics Actuarial examination, providing students with the foundation they require for future studies and throughout their careers. It begins by covering standard material on the mathematics of interest, including compound interest, present value, annuities, loans, several versions of the rate of return on an investment, and interest in continuous time. The text explains how to value bonds at their issue dates, at coupon times, between coupon times, and in cases where the bonds are terminated early. Next, it supplies a rapid-fire overview of the main ideas and techniques of discrete probability, including sample spaces and probability measures, random variables and distributions, expectation, conditional probability, and independence. The author introduces the basic terminology of stocks and stock trading. He also explains how to derive the rate of return on a portfolio and how to use the idea of risk aversion to model the investor tradeoff between risk and return. The text also discusses the estimation of parameters of asset models from real data. The text closes with a detailed discussion of how to value financial derivatives using anti-arbitrage assumptions. The one-step and multi-step cases are covered, and exotic options such as barrier options are also introduced, to which simulation methods are applied. Many of the examples in the book involve numerical solution of complicated non-linear equations; others ask students to produce algorithms which beg to be implemented as programs. For maximum flexibility, the author has produced the text without adhering to any particular computational platform. A digital version of this text is also available in the form of Mathematica notebooks that contain additional content.
Автор: Gueant, Olivier Название: Financial mathematics of market liquidity ISBN: 1498725473 ISBN-13(EAN): 9781498725477 Издательство: Taylor&Francis Рейтинг: Цена: 13473.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal execution problems-inspired from the Almgren-Chriss approach-and then demonstrates the use of that framework across a wide range of areas.
The book introduces the classical tools of optimal execution and market making, along with their practical use. It also demonstrates how the tools used in the optimal execution literature can be used to solve classical and new issues where accounting for liquidity is important. In particular, it presents cutting-edge research on the pricing of block trades, the pricing and hedging of options when liquidity matters, and the management of complex share buy-back contracts. What sets this book apart from others is that it focuses on specific topics that are rarely, or only briefly, tackled in books dealing with market microstructure. It goes far beyond existing books in terms of mathematical modeling-bridging the gap between optimal execution and other fields of Quantitative Finance. The book includes two appendices dedicated to the mathematical notions used throughout the book. Appendix A recalls classical concepts of mathematical economics. Appendix B recalls classical tools of convex analysis and optimization, along with central ideas and results of the calculus of variations. This self-contained book is accessible to anyone with a minimal background in mathematical analysis, dynamic optimization, and stochastic calculus. Covering post-electronification financial markets and liquidity issues for pricing, this book is an ideal resource to help investment banks and asset managers optimize trading strategies and improve overall risk management.
Автор: Tintle, Nathan Название: A Spiral Approach to Financial Mathematics ISBN: 0128015802 ISBN-13(EAN): 9780128015803 Издательство: Elsevier Science Рейтинг: Цена: 11957.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
A Spiral Approach to Financial Mathematics lays a foundation of intuitive analysis of financial concepts early in the course, followed by a more detailed and nuanced treatment in later chapters. It introduces major financial concepts through real situations, integrates active learning, student focused explorations and examples with Excel spreadsheets and straightforward financial calculations. It is organized so sections can be read independently or through in-class guided-discovery activities and/or interactive lectures. Focusing on conceptual understanding to maximize comprehension and retention, using modern financial analysis tools and utilizing active learning, the book offers a modern approach that eliminates tedious and time-consuming calculations initially without underestimating the ability of readers.
Covers FM Exam topics
Includes Excel spreadsheets that enable the execution of financial transactions
Presents a spiral, active learning pedagogical strategy that accentuates key concepts and reinforces intuitive learning
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