Buch, Englisch, 63 Seiten, Paperback, Format (B × H): 187 mm x 235 mm
Buch, Englisch, 63 Seiten, Paperback, Format (B × H): 187 mm x 235 mm
Reihe: Synthesis Lectures on Mathematics and Statistics
ISBN: 978-1-60845-495-2
Verlag: MORGAN & CLAYPOOL
The authors' motivation is to present the material in a way that clarifies as much as possible why the often confusing basic facts are true. Therefore the ideas are organized from a mathematical point of view with the emphasis on understanding exactly what is under the hood and how it works. Every effort is made to include complete explanations and proofs, and the reader is encouraged to work through the exercises throughout the book.
The intended audience is students and other readers who have an undergraduate background in mathematics, including exposure to linear algebra, some advanced calculus, and basic probability. The book has been used in earlier forms with students in the MS program in Financial Mathematics at Florida State University, and is a suitable text for students at that level. Students who seek a second look at these topics may also find this book useful.
Autoren/Hrsg.
Weitere Infos & Material
- Overture: Single-Period Models
- The General Discrete Model
- The Fundamental Theorems of Asset Pricing
- Forwards and Futures
- Incomplete Markets