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Financial Mathematics
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USD5,22 (aprox. 4,46 EUR) USPS Media MailTM.
Ubicado en: Broomfield, Colorado, Estados Unidos
Entrega:
Entrega prevista entre el jue. 9 oct. y el mar. 14 oct. a 94104
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N.º de artículo de eBay:405304462918
Características del artículo
- Estado
- Book Title
- Financial Mathematics
- ISBN
- 9781785480461
Acerca de este producto
Product Identifiers
Publisher
Iste Press The Limited-Elsevier Incorporated
ISBN-10
1785480464
ISBN-13
9781785480461
eBay Product ID (ePID)
219295495
Product Key Features
Number of Pages
194 Pages
Language
English
Publication Name
Financial Mathematics
Subject
Game Theory, Economics / General
Publication Year
2016
Type
Textbook
Subject Area
Mathematics, Business & Economics
Format
Hardcover
Dimensions
Item Length
9 in
Item Width
6 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
2017-304042
Dewey Edition
23
Illustrated
Yes
Dewey Decimal
330.01/51
Table Of Content
Chapter 1. Financial Markets with Discrete Time1.1. General description of a market model with discrete time1.2. Arbitrage opportunities, martingale measures and martingale1.3. Contingent claims: complete and incomplete markets1.4. The Cox-Ross-Rubinstein approach to option pricing1.5. The sequence of the discrete-time markets as an intermediate1.6. American contingent claimsChapter 2. Financial Markets with Continuous Time2.1. Transition from discrete to continuous time2.2. Black-Scholes formula for the arbitrage-free price of the2.3. Arbitrage theory for the financial markets with continuous time2.4. American contingent claims in continuous time2.5. Exotic derivatives in the model with continuous time
Synopsis
Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world environments, along with Martingale measures and martingale criterion and the proven absence of arbitrage. With a focus on portfolio optimization, fair pricing, investment risk, and self-finance, the authors provide numerical methods for solutions and practical financial models, enabling you to solve problems both from mathematical and from financial point of view. Calculations of Lower and upper prices, featuring practical examples The simplest functional limit theorem proved for transition from discrete to continuous time Learn how to optimize portfolio in the presence of risk factors, Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world environments, along with Martingale measures and martingale criterion and the proven absence of arbitrage. With a focus on portfolio optimization, fair pricing, investment risk, and self-finance, the authors provide numerical methods for solutions and practical financial models, enabling you to solve problems both from mathematical and from financial point of view.
LC Classification Number
HB135
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