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Introductory Course on Financial Mathematics by Michael V. Tretyakov (Hardback, 2013)

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Title: Introductory Course On Financial Mathematics. In addition, the concept of complete and incomplete markets is discussed. Genre: Science Nature & Math. Format: Hardback. Release Year: 2013. Language: English.

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Product Information

This book is an elementary introduction to the basic concepts of financial mathematics with a central focus on discrete models and an aim to demonstrate simple, but widely used, financial derivatives for managing market risks. Only a basic kwledge of probability, real analysis, ordinary differential equations, linear algebra and some common sense are required to understand the concepts considered in this book.Financial mathematics is an application of advanced mathematical and statistical methods to financial management and markets, with a main objective of quantifying and hedging risks. Since the book aims to present the basics of financial mathematics to the reader, only essential elements of probability and stochastic analysis are given to explain ideas concerning derivative pricing and hedging. To keep the reader intrigued and motivated, the book has a 'sandwich' structure: probability and stochastics are given in situ where mathematics can be readily illustrated by application to finance.The first part of the book introduces one of the main principles in finance - ' arbitrage pricing'. It also introduces main financial instruments such as forward and futures contracts, bonds and swaps, and options. The second part deals with pricing and hedging of European- and American-type options in the discrete-time setting. In addition, the concept of complete and incomplete markets is discussed. Elementary probability is briefly revised and discrete-time discrete-space stochastic processes used in financial modelling are considered. The third part introduces the Wiener process, Ito integrals and stochastic differential equations, but its main focus is the famous Black-Scholes formula for pricing European options. Some guidance for further study within this exciting and rapidly changing field is given in the concluding chapter. There are approximately 100 exercises interspersed throughout the book, and solutions for most problems are provided in the appendices.

Product Identifiers

Publisher
Imperial College Press
ISBN-10
1908977388
ISBN-13
9781908977380
eBay Product ID (ePID)
170010892

Product Key Features

Author
Michael V. Tretyakov
Format
Hardback
Language
English
Subject
Business, Accounting & Vocational: Textbooks & Study Guides
Type
Textbook

Dimensions

Weight
535g
Height
235mm
Width
158mm

Additional Product Features

Place of Publication
London
Spine
20mm
Content Note
Black & White Illustrations
Date of Publication
18/09/2013
Genre
Business, Accounting & Vocational: Textbooks & Study Guides
Country of Publication
United Kingdom

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Picture 1 of 1

Introductory Course on Financial Mathematics by Michael V. Tretyakov (Hardback, 2013)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

Best Selling in Adult Learning & University

The Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by Adam Grubb, Annie Raser-Rowland (2012, Paperback)

Australian Native Bee Book: Keeping Stingless Bee Hives for Pets, Pollination and Sugarbag Honey by Tim Heard (Paperback, 2015)

The Falsification of History: Our Distorted Reality by John Hamer (Paperback, 2013)

Permaculture: A Designer's Manual by Bill Mollison (Hardcover, 1988)

In-Basket Case Studies by Guy Adamson (Paperback, 1986)

Empire of the Summer Moon: Quanah Parker and the Rise and Fall of the Comanches, the Most Powerful Indian Tribe in American History by S.C. Gwynne (Paperback, 2011)

Botanical Field Guide by Stefan Mager (Fold-out book or chart, 2021)

Save on Adult Learning & University

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Sally Fallon Morell Thomas S. Cowan The Contagion Myth (Hardback) (US IMPORT)

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