书目名称 | Financial Mathematics |
副标题 | Theory and Problems |
编辑 | Andrea Pascucci,Wolfgang J. Runggaldier |
视频video | |
概述 | Both a theoretical and practical section.Discrete time (multi-period) models.Practical applications in finance and economics.Includes supplementary material: |
丛书名称 | UNITEXT |
图书封面 |  |
描述 | With the Bologna Accords a bachelor-master-doctor curriculum has been introduced in various countries with the intention that students may enter the job market already at the bachelor level. Since financial Institutions provide non negligible job opportunities also for mathematicians, and scientists in general, it appeared to be appropriate to have a financial mathematics course already at the bachelor level in mathematics. Most mathematical techniques in use in financial mathematics are related to continuous time models and require thus notions from stochastic analysis that bachelor students do in general not possess. Basic notions and methodologies in use in financial mathematics can however be transmitted to students also without the technicalities from stochastic analysis by using discrete time (multi-period) models for which general notions from Probability suffice and these are generally familiar to students not only from science courses, but also from economics with quantitative curricula. There do not exists many textbooks for multi-period models and the present volume is intended to fill in this gap. It deals with the basic topics in financial mathematics and, for each top |
出版日期 | Textbook 2012 |
关键词 | quantitative finance |
版次 | 1 |
doi | https://doi.org/10.1007/978-88-470-2538-7 |
isbn_softcover | 978-88-470-2537-0 |
isbn_ebook | 978-88-470-2538-7Series ISSN 2038-5714 Series E-ISSN 2532-3318 |
issn_series | 2038-5714 |
copyright | Springer-Verlag Milan 2012 |