Introducing financial mathematics: theory, binomial models, and applications
Material type:
TextPublication details: New York CRC Press 2023 Description: x, 292 pISBN: 9781032359854Subject(s): Business mathematics | Financial derivatives | Portfolio management | Derivatives modelingDDC classification: 519 Summary: 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.
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Indian Institute of Management LRC General Stacks | Finance & Accounting | 519 WIC (Browse shelf(Opens below)) | 1 | Available | 005625 |
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| 382.1 FAR Growth and international trade: an introduction to the overlapping generations approach | 387.7068 VIN The evolution of yield management in the airline industry | 387.71 MOR Airline finance | 519 WIC Introducing financial mathematics: theory, binomial models, and applications | 530.15 ZIE Physics and finance | 650.01513 CAM Financial mathematics: | 650.0285 KAL Frontiers of electronic commerce |
Basics
Continuous Models
Discrete Models
Exotic Options
Forwards and Futures
Dividends and Interest
Implied Volatility
Fundamental Theorems
Project Suggestions
Answers and Index
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.
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