Buch, Englisch, 483 Seiten, HC runder Rücken kaschiert, Format (B × H): 183 mm x 260 mm, Gewicht: 1136 g
Reihe: Springer Undergraduate Texts in Mathematics and Technology
Understanding and Building Financial Intuition
Buch, Englisch, 483 Seiten, HC runder Rücken kaschiert, Format (B × H): 183 mm x 260 mm, Gewicht: 1136 g
Reihe: Springer Undergraduate Texts in Mathematics and Technology
ISBN: 978-1-4939-3781-3
Verlag: Springer
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.
Zielgruppe
Upper undergraduate
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Preface.- 1. Preliminaries and Financial Markets.- 2. The Time Value of Money.- 3. Markowitz Portfolio Theory.- 4. Capital Market Theory and Portfolio Risk Measures.- 5. Binomial Trees and Security Pricing Modeling.- 6. Stochastic Calculus and Geometric Brownian Motion Model.- 7. Derivatives: Forwards, Futures, Swaps and Options.- 8. The BSM Model and European Option Pricing.- Index.