Financial Mathematics

Written By Bruno Biais
Financial Mathematics
  • Publsiher : Springer Science & Business Media
  • Release : 20 March 1997
  • ISBN : 9783540626428
  • Pages : 316 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Financial Mathematics written by Bruno Biais which was release on 20 March 1997, this book published by Springer Science & Business Media. Available in PDF, EPUB and Kindle Format. Book excerpt: Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level, and sufficient familiarity with probabilistic methods, in particular stochastic analysis. B. Biais, J.C. Rochet: Risk-sharing, adverse selection and market structure.- T. Björk: Interest-rate theory.- J. Cvitanic: Optimal trading under constraints.- N. El Karoui, M.C. Quenez: Nonlinear pricing theory and backward stochastic differential equations.- E. Jouini: Market imperfections, equilibrium and arbitrage.

Financial Mathematics

Financial Mathematics
  • Author : Bruno Biais,Centro internazionale matematico estivo. Session,Thomas Björk,Centro internazionale matematico estivo,Jaksa Cvitanic,Centro Internazionale Matematico Estivo Staff,Nicole El Karoui,Elyes Jouini,J.C. Rochet
  • Publisher : Springer Science & Business Media
  • Release Date : 1997-03-20
  • Total pages : 316
  • ISBN : 9783540626428
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Summary : Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will ...

Computational Financial Mathematics using MATHEMATICA

Computational Financial Mathematics using MATHEMATICA
  • Author : Srdjan Stojanovic
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Total pages : 481
  • ISBN : 9783540626428
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Summary : Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. ...

Financial Mathematics Volatility and Covariance Modelling

Financial Mathematics  Volatility and Covariance Modelling
  • Author : Julien Chevallier,Stéphane Goutte,David Guerreiro,Sophie Saglio,Bilel Sanhaji
  • Publisher : Routledge
  • Release Date : 2019-06-28
  • Total pages : 380
  • ISBN : 9783540626428
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Summary : This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. Financial Mathematics, Volatility and Covariance Modelling: Volume 2 provides a key repository on the current state of knowledge, the latest debates and recent ...

Introductory Course on Financial Mathematics

Introductory Course on Financial Mathematics
  • Author : M V Tretyakov
  • Publisher : World Scientific Publishing Company
  • Release Date : 2013-07-23
  • Total pages : 276
  • ISBN : 9783540626428
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Summary : 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 ...

Risk Neutral Pricing and Financial Mathematics

Risk Neutral Pricing and Financial Mathematics
  • Author : Peter M. Knopf,John L. Teall
  • Publisher : Elsevier
  • Release Date : 2015-07-29
  • Total pages : 348
  • ISBN : 9783540626428
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Summary : Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, ...

Financial Mathematics Derivatives and Structured Products

Financial Mathematics  Derivatives and Structured Products
  • Author : Raymond H. Chan,Yves ZY. Guo,Spike T. Lee,Xun Li
  • Publisher : Springer
  • Release Date : 2019-02-27
  • Total pages : 395
  • ISBN : 9783540626428
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Summary : This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks ...

Lectures on Financial Mathematics

Lectures on Financial Mathematics
  • Author : Greg Anderson,Alec Kercheval
  • Publisher : Springer Nature
  • Release Date : 2022-06-01
  • Total pages : 51
  • ISBN : 9783540626428
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Summary : This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is the set of possible trading times--this includes the popular binomial ...

An Introduction to Financial Mathematics

An Introduction to Financial Mathematics
  • Author : Hugo D. Junghenn
  • Publisher : CRC Press
  • Release Date : 2019-03-14
  • Total pages : 304
  • ISBN : 9783540626428
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Summary : Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives. The book consists of fifteen chapters, the first ten of which develop option valuation techniques in discrete time, the last five describing the theory in continuous ...

Martingales and Financial Mathematics in Discrete Time

Martingales and Financial Mathematics in Discrete Time
  • Author : Benoîte de Saporta,Mounir Zili
  • Publisher : John Wiley & Sons
  • Release Date : 2021-12-20
  • Total pages : 240
  • ISBN : 9783540626428
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Summary : This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple examples and exercises, for which complete solutions are provided. Particular attention ...

The Financial Mathematics of Market Liquidity

The Financial Mathematics of Market Liquidity
  • Author : Olivier Gueant
  • Publisher : CRC Press
  • Release Date : 2016-03-30
  • Total pages : 302
  • ISBN : 9783540626428
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Summary : 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 app...

An Undergraduate Introduction to Financial Mathematics Third Edition

An Undergraduate Introduction to Financial Mathematics   Third Edition
  • Author : J Robert Buchanan
  • Publisher : World Scientific Publishing Company
  • Release Date : 2012-07-13
  • Total pages : 564
  • ISBN : 9783540626428
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Summary : This textbook provides an introduction to financial mathematics and financial engineering for undergraduate students who have completed a three- or four-semester sequence of calculus courses. It introduces the theory of interest, discrete and continuous random variables and probability, stochastic processes, linear programming, the Fundamental Theorem of Finance, option pricing, hedging, ...

Mastering Financial Mathematics in Microsoft Excel

Mastering Financial Mathematics in Microsoft Excel
  • Author : Alastair Day
  • Publisher : Pearson UK
  • Release Date : 2013-02-25
  • Total pages : 384
  • ISBN : 9783540626428
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Summary : A practical guide for business calculations Mastering Financial Mathematics in Microsoft © Excel provides a comprehensive set of tools, methods and formulas which apply Excel to solving mathematical problems. The book: Explains basic calculations for mathematical finance Shows how to use formulas using straightforward Excel templates Provides a CD of basic ...

C for Financial Mathematics

C   for Financial Mathematics
  • Author : John Armstrong
  • Publisher : CRC Press
  • Release Date : 2017-01-06
  • Total pages : 388
  • ISBN : 9783540626428
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Summary : If you know a little bit about financial mathematics but don’t yet know a lot about programming, then C++ for Financial Mathematics is for you. C++ is an essential skill for many jobs in quantitative finance, but learning it can be a daunting prospect. This book gathers together everything ...

Proceedings of the First International Forum on Financial Mathematics and Financial Technology

Proceedings of the First International Forum on Financial Mathematics and Financial Technology
  • Author : Zhiyong Zheng
  • Publisher : Springer Nature
  • Release Date : 2021-02-08
  • Total pages : 236
  • ISBN : 9783540626428
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Summary : This book contains high-quality papers presented at the First International Forum on Financial Mathematics and Financial Technology. With the rapid development of FinTech, the in-depth integration between mathematics, finance and advanced technology is the general trend. This book focuses on selected aspects of the current and upcoming trends in FinTech. ...

Stochastic Target Problems in Financial Mathematics

Stochastic Target Problems in Financial Mathematics
  • Author : Christian Zambrana Rojas
  • Publisher : Unknown
  • Release Date : 2005
  • Total pages : 180
  • ISBN : 9783540626428
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Summary : Download or read online Stochastic Target Problems in Financial Mathematics written by Christian Zambrana Rojas, published by which was released on 2005. Get Stochastic Target Problems in Financial Mathematics Books now! Available in PDF, ePub and Kindle....