Mathematical Finance and Probability A Discrete Introduction
Afbeeldingen
Artikel vergelijken
- Engels
- Paperback
- 9783764369217
- 11 december 2002
- 340 pagina's
Samenvatting
The objective of this book is to give a self-contained presentation to the theory underlying the valuation of derivative financial instruments, which
is becoming a standard part of the toolbox of professionals in the financial industry. Although a complete derivation of the Black-Scholes
option pricing formula is given, the focus is on finite-time models. Not going for the greatest possible level of generality is greatly rewarded by
a greater insight into the underlying economic ideas, putting the reader in an excellent position to proceed to the more general continuous-time
theory.
The material will be accessible to students and practitioners having a working knowledge of linear algebra and calculus. All additional material
is developed from the very beginning as needed. In particular, the book also offers an introduction to modern probability theory, albeit mostly
within the context of finite sample spaces.
The styleof presentation will appeal to financial economics students seeking an elementary but rigorous introduction to the subject; mathematics
and physics students looking for an opportunity to become acquainted with this modern applied topic; and mathematicians, physicists or quantitatively inclined economists working in the financial industry.
Productspecificaties
Inhoud
- Taal
- en
- Bindwijze
- Paperback
- Oorspronkelijke releasedatum
- 11 december 2002
- Aantal pagina's
- 340
- Illustraties
- Nee
Betrokkenen
- Hoofdauteur
- P Koch Medina
- Tweede Auteur
- Sandro Merino
- Co Auteur
- P.Koch Medina
- Hoofduitgeverij
- Birkhauser Verlag Ag
Vertaling
- Originele titel
- Mathematical Finance and Probability
Overige kenmerken
- Editie
- 2003
- Extra groot lettertype
- Nee
- Product breedte
- 155 mm
- Product lengte
- 235 mm
- Studieboek
- Ja
- Verpakking breedte
- 165 mm
- Verpakking hoogte
- 19 mm
- Verpakking lengte
- 235 mm
- Verpakkingsgewicht
- 658 g
EAN
- EAN
- 9783764369217
Je vindt dit artikel in
- Categorieën
- Taal
- Engels
- Boek, ebook of luisterboek?
- Boek
- Studieboek of algemeen
- Algemene boeken
Kies gewenste uitvoering
Prijsinformatie en bestellen
Rapporteer dit artikel
Je wilt melding doen van illegale inhoud over dit artikel:
- Ik wil melding doen als klant
- Ik wil melding doen als autoriteit of trusted flagger
- Ik wil melding doen als partner
- Ik wil melding doen als merkhouder
Geen klant, autoriteit, trusted flagger, merkhouder of partner? Gebruik dan onderstaande link om melding te doen.