TY  - BOOK
AU  - Wickerhauser, Mladen Victor
TI  - Introducing financial mathematics: : theory, binomial models, and applications
SN  - 9781032359854
U1  - 519 
PY  - 2023///
CY  - New York
PB  - CRC Press
KW  - Business mathematics
KW  - Financial derivatives
KW  - Portfolio management
KW  - Derivatives modeling
N1  - Basics

Continuous Models

Discrete Models

Exotic Options

Forwards and Futures

Dividends and Interest

Implied Volatility

Fundamental Theorems

Project Suggestions

Answers and Index
N2  - 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
ER  -