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- Risk Neutral Pricing and Financial Mathematics

- Author : Peter M. Knopf
- Publsiher : Elsevier
- Release : 29 July 2015
- ISBN : 0128017279
- Pages : 348 pages
- Rating : 4/5 from 21 reviews

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Read or download book entitled Risk Neutral Pricing and Financial Mathematics written by Peter M. Knopf which was release on 29 July 2015, this book published by Elsevier. Available in PDF, EPUB and Kindle Format. Book excerpt: 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, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society). Includes more subjects than other books, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, term structure models, valuation, and hedging techniques Emphasizes introductory financial engineering, financial modeling, and financial mathematics Suited for corporate training programs and professional association certification programs

- Author : Peter M. Knopf,John L. Teall
- Publisher : Elsevier
- Release Date : 2015-07-29
- Total pages : 348
- ISBN : 0128017279

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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, ...

- Author : Peter M. Knopf,John L. Teall
- Publisher : Academic Press
- Release Date : 2015-05-01
- Total pages : 325
- ISBN : 0128017279

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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, ...

- Author : Anonim
- Publisher : Unknown
- Release Date : 2022-05-24
- Total pages : 212
- ISBN : 0128017279

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**Summary :** Download or read online Risk Neutral Pricing and Financial Mathematics written by , published by which was released on . Get Risk Neutral Pricing and Financial Mathematics Books now! Available in PDF, ePub and Kindle....

- Author : Nicholas H. Bingham,Rudiger Kiesel
- Publisher : Springer Science & Business Media
- Release Date : 2013-06-29
- Total pages : 296
- ISBN : 0128017279

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**Summary :** With a simple approach accessible to a wide audience, this book aims for the heart of mathematical finance: the fundamental formula of arbitrage pricing theory. This method of pricing discounts everything and takes expected values under the equivalent martingale measure. The authors approach is simple and excludes unnecessary proofs of ...

- Author : Nicholas H. Bingham,Rüdiger Kiesel
- Publisher : Springer Science & Business Media
- Release Date : 2013-06-29
- Total pages : 438
- ISBN : 0128017279

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**Summary :** This second edition - completely up to date with new exercises - provides a comprehensive and self-contained treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, ...

- Author : Sergio M. Focardi,Frank J. Fabozzi,Turan G. Bali
- Publisher : John Wiley & Sons
- Release Date : 2013-09-04
- Total pages : 320
- ISBN : 0128017279

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**Summary :** The mathematical and statistical tools needed in the rapidlygrowing quantitative finance field With the rapid growth in quantitative finance, practitionersmust achieve a high level of proficiency in math and statistics.Mathematical Methods and Statistical Tools for Finance, partof the Frank J. Fabozzi Series, has been created with this in mind....

- Author : John Armstrong
- Publisher : CRC Press
- Release Date : 2017-01-06
- Total pages : 388
- ISBN : 0128017279

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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 ...

- Author : Giuseppe Campolieti,Roman N. Makarov
- Publisher : CRC Press
- Release Date : 2018-10-24
- Total pages : 829
- ISBN : 0128017279

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**Summary :** Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors’ teaching experiences, the book encompasses a breadth of topics, ...

- Author : N. H. Bingham,Rüdiger Kiesel
- Publisher : Springer Verlag
- Release Date : 1998
- Total pages : 296
- ISBN : 0128017279

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**Summary :** With a simple approach accessible to a wide audience, this book aims for the heart of mathematical finance: the fundamental formula of arbitrage pricing theory. This method of pricing discounts everything and takes expected values under the equivalent martingale measure. The authors approach is simple and excludes unnecessary proofs of ...

- Author : Marcelo G. Cruz,Gareth W. Peters,Pavel V. Shevchenko
- Publisher : John Wiley & Sons
- Release Date : 2015-01-20
- Total pages : 928
- ISBN : 0128017279

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**Summary :** A one-stop guide for the theories, applications, and statistical methodologies essential to operational risk Providing a complete overview of operational risk modeling and relevant insurance analytics, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk offers a systematic approach that covers the wide range of topics ...

- Author : Fred Espen Benth,Valery A. Kholodnyi,Peter Laurence
- Publisher : Springer Science & Business Media
- Release Date : 2013-08-28
- Total pages : 308
- ISBN : 0128017279

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**Summary :** Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively new—and referred to in a broader context as energy finance. Energy finance is often viewed as a branch of mathematical finance, ...

- Author : Raymond H. Chan,Yves ZY. Guo,Spike T. Lee,Xun Li
- Publisher : Springer
- Release Date : 2019-02-27
- Total pages : 395
- ISBN : 0128017279

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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 ...

- Author : John L. Teall
- Publisher : Academic Press
- Release Date : 2018-03-21
- Total pages : 522
- ISBN : 0128017279

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**Summary :** Financial Trading and Investing, Second Edition, delivers the most current information on trading and market microstructure for undergraduate and master’s students. Without demanding a background in econometrics, it explores alternative markets and highlights recent regulatory developments, implementations, institutions and debates. New explanations of controversial trading tactics (and blunders), such ...

- Author : Hugo D. Junghenn
- Publisher : CRC Press
- Release Date : 2019-03-14
- Total pages : 304
- ISBN : 0128017279

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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 ...

- Author : Julien Chevallier,Stéphane Goutte,David Guerreiro,Sophie Saglio,Bilel Sanhaji
- Publisher : Routledge
- Release Date : 2019-06-28
- Total pages : 370
- ISBN : 0128017279

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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 ...