東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back to Search results for [ subject: ]

Switch To: Labeled | MARC Mode | ISBD

An introduction to mathematical fina...

Petters, Arlie O.

Linked to FindBook

Google Book

Amazon

博客來

An introduction to mathematical finance with applications = understanding and building financial intuition /

Record Type:	Electronic resources : Monograph/item
Title/Author:	An introduction to mathematical finance with applications/ by Arlie O. Petters, Xiaoying Dong.
Reminder of title:	understanding and building financial intuition /
Author:	Petters, Arlie O.
other author:	Dong, Xiaoying.
Published:	New York, NY :Springer New York : : 2016.,
Description:	xvii, 483 p. :ill. (some col.), digital ;24 cm.
[NT 15003449]:	Preface -- 1. Preliminaries and Financial Markets -- 2. The Time Value of Money -- 3. Markowitz Portfolio Theory -- 4. Capital Market Theory and Portfolio Risk Measures -- 5. Binomial Trees and Security Pricing Modeling -- 6. Stochastic Calculus and Geometric Brownian Motion Model -- 7. Derivatives: Forwards, Futures, Swaps and Options -- 8. The BSM Model and European Option Pricing -- Index.
Contained By:	Springer eBooks
Subject:	Business mathematics. -
Online resource:	http://dx.doi.org/10.1007/978-1-4939-3783-7
ISBN:	9781493937837

An introduction to mathematical finance with applications = understanding and building financial intuition /
Petters, Arlie O.

An introduction to mathematical finance with applicationsunderstanding and building financial intuition /[electronic resource] :by Arlie O. Petters, Xiaoying Dong. - New York, NY :Springer New York :2016. - xvii, 483 p. :ill. (some col.), digital ;24 cm. - Springer undergraduate texts in mathematics and technology,1867-5506. - Springer undergraduate texts in mathematics and technology..

Preface -- 1. Preliminaries and Financial Markets -- 2. The Time Value of Money -- 3. Markowitz Portfolio Theory -- 4. Capital Market Theory and Portfolio Risk Measures -- 5. Binomial Trees and Security Pricing Modeling -- 6. Stochastic Calculus and Geometric Brownian Motion Model -- 7. Derivatives: Forwards, Futures, Swaps and Options -- 8. The BSM Model and European Option Pricing -- Index.

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 courses and those focusing on financial derivatives. Moreover, the text is useful for mathematicians, physicists, and engineers who want to learn finance via an approach that builds their financial intuition and is explicit about model building, as well as business school students who want a treatment of finance that is deeper but not overly theoretical.

ISBN: 9781493937837

Standard No.: 10.1007/978-1-4939-3783-7doiSubjects--Topical Terms:

625055
Business mathematics.

LC Class. No.: HF5691

Dewey Class. No.: 330.015195

An introduction to mathematical finance with applications = understanding and building financial intuition /
LDR:03097nmm a2200337 a 4500 001 2041542
003 DE-He213
005 20161129134952.0
006 m d
007 cr nn 008maaau
008 170118s2016 nyu s 0 eng d
020 $a 9781493937837 $q (electronic bk.)
020 $a 9781493937813 $q (paper)
024 7 $a 10.1007/978-1-4939-3783-7 $2 doi
035 $a 978-1-4939-3783-7
040 $a GP $c GP
041 0 $a eng
050 4 $a HF5691
072 7 $a KF $2 bicssc
072 7 $a MAT003000 $2 bisacsh
072 7 $a BUS027000 $2 bisacsh
082 0 4 $a 330.015195 $2 23
090 $a HF5691 $b .P499 2016
100 1 $a Petters, Arlie O. $3 2200254
245 1 3 $a An introduction to mathematical finance with applications $h [electronic resource] : $b understanding and building financial intuition / $c by Arlie O. Petters, Xiaoying Dong.
260 $a New York, NY : $b Springer New York : $b Imprint: Springer, $c 2016.
300 $a xvii, 483 p. : $b ill. (some col.), digital ; $c 24 cm.
490 1 $a Springer undergraduate texts in mathematics and technology, $x 1867-5506
505 0 $a Preface -- 1. Preliminaries and Financial Markets -- 2. The Time Value of Money -- 3. Markowitz Portfolio Theory -- 4. Capital Market Theory and Portfolio Risk Measures -- 5. Binomial Trees and Security Pricing Modeling -- 6. Stochastic Calculus and Geometric Brownian Motion Model -- 7. Derivatives: Forwards, Futures, Swaps and Options -- 8. The BSM Model and European Option Pricing -- Index.
520 $a 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 courses and those focusing on financial derivatives. Moreover, the text is useful for mathematicians, physicists, and engineers who want to learn finance via an approach that builds their financial intuition and is explicit about model building, as well as business school students who want a treatment of finance that is deeper but not overly theoretical.
650 0 $a Business mathematics. $3 625055
650 0 $a Economics, Mathematical. $3 647770
650 1 4 $a Mathematics. $3 515831
650 2 4 $a Quantitative Finance. $3 891090
650 2 4 $a Mathematical Modeling and Industrial Mathematics. $3 891089
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
650 2 4 $a Actuarial Sciences. $3 1619946
700 1 $a Dong, Xiaoying. $3 2200255
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a Springer undergraduate texts in mathematics and technology. $3 1629118
856 4 0 $u http://dx.doi.org/10.1007/978-1-4939-3783-7
950 $a Mathematics and Statistics (Springer-11649)