Risk Neutral Pricing and Financial Mathematics (ePub)

Name: Risk Neutral Pricing and Financial Mathematics
Brand: Elsevier Science & Techn.
SKU: 70031338
Price: 48.30 EUR
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A Primer (Sprache: Englisch)

Autoren: Peter M. Knopf , John L. Teall

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Risk Neutral Pricing and Financial Mathematics, Peter M. Knopf, John L. Teall

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Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of...

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Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society).

Includes more subjects than other books, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, term structure models, valuation, and hedging techniques
Emphasizes introductory financial engineering, financial modeling, and financial mathematics
Suited for corporate training programs and professional association certification programs

Autoren-Porträt von Peter M. Knopf, John L. Teall

Peter Knopf obtained his Ph.D. from Cornell University and subsequently taught at Texas A&M University and Rutgers University. He is currently Professor of Mathematics at Pace University. He has numerous research publications in both pure and applied mathematics. His recent research interests have been in the areas of difference equations and stochastic delay equation models for pricing securities.

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Autoren: Peter M. Knopf , John L. Teall
2015, 348 Seiten, Englisch
Verlag: Elsevier Science & Techn.
ISBN-10: 0128017279
ISBN-13: 9780128017272
Erscheinungsdatum: 29.07.2015

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Dateiformat: ePub
Größe: 6.92 MB
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Englisch

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"A self-contained and well-balanced financial modeling textbook ideally suitablefor bothbusiness school and engineering school. It also offers an intuitive and applied orientation approach for professional training and self-study." --K.C. Chang, George Mason University

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