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- An Introduction to Mathematical Finance with Applications

- Author : Arlie O. Petters
- Publsiher : Springer
- Release : 17 June 2016
- ISBN : 1493937839
- Pages : 483 pages
- Rating : 4/5 from 21 reviews

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Read or download book entitled An Introduction to Mathematical Finance with Applications written by Arlie O. Petters which was release on 17 June 2016, this book published by Springer. Available in PDF, EPUB and Kindle Format. Book excerpt: This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic models, including those that may become proprietary. Numerous carefully chosen examples and exercises reinforce the student’s conceptual understanding and facility with applications. The exercises are divided into conceptual, application-based, and theoretical problems, which probe the material deeper. The book is aimed toward advanced undergraduates and first-year graduate students who are new to finance or want a more rigorous treatment of the mathematical models used within. While no background in finance is assumed, prerequisite math courses include multivariable calculus, probability, and linear algebra. The authors introduce additional mathematical tools as needed. The entire textbook is appropriate for a single year-long course on introductory mathematical finance. The self-contained design of the text allows for instructor flexibility in topics courses and those focusing on financial derivatives. Moreover, the text is useful for mathematicians, physicists, and engineers who want to learn finance via an approach that builds their financial intuition and is explicit about model building, as well as business school students who want a treatment of finance that is deeper but not overly theoretical.

- Author : Arlie O. Petters,Xiaoying Dong
- Publisher : Springer
- Release Date : 2016-06-17
- Total pages : 483
- ISBN : 1493937839

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**Summary :** This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic ...

- Author : Silvia Romagnoli
- Publisher : Società Editrice Esculapio
- Release Date : 2022-01-01
- Total pages : 292
- ISBN : 1493937839

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**Summary :** The aim of these two books is to provide the basic theoretical concepts and the best practice concerning the mathematical finance which is unescapable to understand the way modern financial markets operate. Thanks to these fundamental concepts, which are completely concentrated on a deterministic modelization of the markets, students are ...

- Author : Anonim
- Publisher : Unknown
- Release Date : 2022-08-18
- Total pages : 212
- ISBN : 1493937839

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**Summary :** Download or read online Mathematical Basis for Finance Stochastic Calculus for Finance written by , published by which was released on . Get Mathematical Basis for Finance Stochastic Calculus for Finance Books now! Available in PDF, ePub and Kindle....

- Author : Alexander A. Gushchin
- Publisher : Elsevier
- Release Date : 2015-08-01
- Total pages : 208
- ISBN : 1493937839

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**Summary :** In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically ...

- Author : Cornelis W Oosterlee,Lech A Grzelak
- Publisher : World Scientific
- Release Date : 2019-10-29
- Total pages : 576
- ISBN : 1493937839

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**Summary :** This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of ...

- Author : Jacques Janssen,Raimondo Manca,Ernesto Volpe
- Publisher : John Wiley & Sons
- Release Date : 2013-03-07
- Total pages : 720
- ISBN : 1493937839

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**Summary :** This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzing financial problems. This book is addressed to MBA's, Financial Engineers, Applied Mathematicians, Banks, Insurance Companies, and Students of ...

- Author : Daniele Ritelli,Giulia Spaletta
- Publisher : CRC Press
- Release Date : 2020-04-13
- Total pages : 310
- ISBN : 1493937839

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**Summary :** Introductory Mathematical Analysis for Quantitative Finance is a textbook designed to enable students with little knowledge of mathematical analysis to fully engage with modern quantitative finance. A basic understanding of dimensional Calculus and Linear Algebra is assumed. The exposition of the topics is as concise as possible, since the chapters ...

- Author : Steven R. Dunbar
- Publisher : American Mathematical Soc.
- Release Date : 2019-04-03
- Total pages : 232
- ISBN : 1493937839

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**Summary :** Mathematical Modeling in Economics and Finance is designed as a textbook for an upper-division course on modeling in the economic sciences. The emphasis throughout is on the modeling process including post-modeling analysis and criticism. It is a textbook on modeling that happens to focus on financial instruments for the management ...

- Author : Michael C. Fu,Robert A. Jarrow,Ju-Yi Yen,Robert J Elliott
- Publisher : Springer Science & Business Media
- Release Date : 2007-06-22
- Total pages : 336
- ISBN : 1493937839

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**Summary :** This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, ...

- Author : René Carmona,Ivar Ekeland,Jean-Michel Lasry,Pierre-Louis Lions,Huyên Pham,Erik Taflin
- Publisher : Springer
- Release Date : 2007-08-10
- Total pages : 248
- ISBN : 1493937839

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**Summary :** This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên ...

- Author : Ioannis Karatzas,Steven Shreve
- Publisher : Springer
- Release Date : 2017-01-10
- Total pages : 415
- ISBN : 1493937839

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**Summary :** This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets, within the context of Brownian-motion-driven asset prices. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniqueness of ...

- Author : Anonim
- Publisher : World Scientific
- Release Date : 2004
- Total pages : 400
- ISBN : 1493937839

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**Summary :** This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and L(r)vy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in: OCo Index to ...

- Author : Julia Di Nunno,Bernt Øksendal
- Publisher : Springer Science & Business Media
- Release Date : 2011-03-29
- Total pages : 536
- ISBN : 1493937839

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**Summary :** This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, ...

- Author : Jiro Akahori,Shigeyoshi Ogawa,Shinzo Watanabe
- Publisher : World Scientific
- Release Date : 2004-07-06
- Total pages : 408
- ISBN : 1493937839

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**Summary :** This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance. The proceedings have been selected for coverage in: • Index to Scientific & Technical ...

- Author : Paul Wilmott,Susan Howson,Sam Howison,Wilmott-Howison-Dewynne ...,Jeff Dewynne
- Publisher : Cambridge University Press
- Release Date : 1995-09-29
- Total pages : 317
- ISBN : 1493937839

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**Summary :** Basic option theory - Numerical methods - Further option theory - Interest rate derivative products....