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Titlebook: An Introduction to Mathematical Finance with Applications; Understanding and Bu Arlie O. Petters,Xiaoying Dong Textbook 2016 Springer Scien

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发表于 2025-3-21 16:40:38 | 显示全部楼层 |阅读模式
期刊全称An Introduction to Mathematical Finance with Applications
期刊简称Understanding and Bu
影响因子2023Arlie O. Petters,Xiaoying Dong
视频video
发行地址Provides a good balance between mathematical derivation and accessibility to the reader and instructor.Self-contained with respect to required finance background, providing financial minutia along the
学科分类Springer Undergraduate Texts in Mathematics and Technology
图书封面Titlebook: An Introduction to Mathematical Finance with Applications; Understanding and Bu Arlie O. Petters,Xiaoying Dong Textbook 2016 Springer Scien
影响因子.This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic models, including those that may become proprietary. Numerous carefully chosen examples and exercises reinforce the student’s conceptual understanding and facility with applications.  The exercises are divided into conceptual, application-based, and theoretical problems, which probe the material deeper..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 c
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Markowitz Portfolio Theory,ent portfolio, namely, one with the least risk given an expected return and largest expected return given a level of portfolio risk. This chapter covers: the set up of the Markowitz portfolio model, which includes modeling security returns, the issue of multivariate normality, weights, short selling
发表于 2025-3-22 07:52:55 | 显示全部楼层
Capital Market Theory and Portfolio Risk Measures,of a portfolio. It introduces the capital asset pricing model (CAPM), linear factor models, and several approaches to portfolio risk measures such as value-at-risk, conditional value-at-risk and the concept of coherent risk measures, as well as a variety of portfolio evaluation techniques such as th
发表于 2025-3-22 11:06:37 | 显示全部楼层
Binomial Trees and Security Pricing Modeling,ssumption is that one obtains a more and more accurate model of the random future price of a security. This chapter covers: the general binomial tree model of future security prices, the Cox-Ross-Rubinstein (CRR) tree in the real world and risk-neutral world, the Lindeberg Central Limit Theorem with
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Stochastic Calculus and Geometric Brownian Motion Model,derivatives. It introduces concepts such as conditional expectation with respect to a .-algebra, filtrations, adapted processes, Brownian motion (BM), martingales, quadratic variation and covariation, the Itô integral with respect to BM, Itô’s lemma, Girsanov theorem for a single BM and geometric Br
发表于 2025-3-22 17:43:05 | 显示全部楼层
Derivatives: Forwards, Futures, Swaps, and Options,ilding blocks of derivatives: forwards, futures, swaps (a brief introduction only) and options with a balance of theoretical and practical perspectives. The approach focuses on understanding the contracts and strategies, with an emphasis on options. The pricing aspect will be discussed in the next c
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Derivatives: Forwards, Futures, Swaps, and Options,ilding blocks of derivatives: forwards, futures, swaps (a brief introduction only) and options with a balance of theoretical and practical perspectives. The approach focuses on understanding the contracts and strategies, with an emphasis on options. The pricing aspect will be discussed in the next chapter.
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