Hastings Introduction to Financial Mathematics

1. Auflage 2015
ISBN: 978-1-4987-2391-6
Verlag: CRC Press
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 421 Seiten

Reihe: Advances in Applied Mathematics

This book is for a two-semester Introduction to Financial Mathematics course for undergraduates. It focuses on preparing students for the actuarial exam, motivates through a discussion of personal finances and portfolio management and goes on to cover higher level mathematics, such as stochastic calculus and Brownian Motion. The author blends the better topic coverage, examples and exercises from the various available books and also attempts to standardize the course syllabi with a very well-thought and attractive table of contents.

Autoren/Hrsg.

Hastings, Kevin J.

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Stochastik Bayesianische Inferenz

Inhaltsverzeichnis

Mathematics of Personal finance. Probability for Finance. Single-Period Portfolio Optimization. Single-Period Valuation of Contingent Claims. Multiple Period Asset Price Models.