Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Lectures on Financial Mathematics

Lectures on Financial Mathematics

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783031012716
Condition
New
Product Description

This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is the set of possible trading times--this includes the popular binomial tree model. This setting has the advantage of being fairly general while not requiring a sophisticated understanding of analysis at the graduate level. Topics include understanding the several variants of "arbitrage", the fundamental theorems of asset pricing in terms of martingale measures, and applications to forwards and futures. The authors' motivation is to present the material in a way that clarifies as much as possible why the often confusing basic facts are true. Therefore the ideas are organized from a mathematical point of view with the emphasis on understanding exactly what is under the hood and how it works. Every effort is made to include complete explanations and proofs, and the reader is encouraged to work through the exercises throughout the book. The intended audience is students and other readers who have an undergraduate background in mathematics, including exposure to linear algebra, some advanced calculus, and basic probability. The book has been used in earlier forms with students in the MS program in Financial Mathematics at Florida State University, and is a suitable text for students at that level. Students who seek a second look at these topics may also find this book useful. Table of Contents: Overture: Single-Period Models / The General Discrete Model / The Fundamental Theorems of Asset Pricing / Forwards and Futures / Incomplete Markets.

Available Colors
Available Sizes
2 Offers Price Range: $14.99 - $25.00
BEST PRICE

Single Product Purchase

$14.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$14.99 $14.99

$14.99
See Site In stock Visit Store

Similar Products

Hrtbarkeit und Auswahl von Sthlen

$49.99

Little Blue Truck's Beep-Along Book by Alice Schertle

$14.99

Optimal Control

$39.99

Reliability and Statistical Computing

$109.99

Steuern - Regeln - Automatisieren

$59.99

Construction of Wavelets Through Walsh Functions

$159.99

Numerical Methods for Wave Equations in Geophysical Fluid Dynamics

$74.99

Praxishandbuch Akquisitionsfinanzierung

$74.99

Technologietransfer im Kartellrecht

$59.99

Salinity: Environment Plants Molecules

$169.00

Schlerduden Bedeutungswrterbuch

$54.99

Alien Audiences

$39.99

Ankerwicklungen fr Gleich- und Wechselstrommaschinen

$84.99

Propagation Engineering in Radio Links Design

$129.00

Methods of Microarray Data Analysis IV

$84.99

CMOS PLLs and VCOs for Wireless

$39.99

Decision Intelligence Solutions

$249.99

Molecular and Cell Biology of Cancer

$79.99

Individual Criminal Responsibility for Core International Crimes

$109.99

Fortschritte in der Montage

$59.99

The Economic Cold War

$84.99

Radioglaciology

$84.99

From Brownian Motion to Schrdingers Equation

$84.99

Cardiovascular Surgery

$129.99

The Luxembourg Gutland Landscape

$159.99

Marketing fr Dienstleister

$59.99

Soft Order in Physical Systems

$39.99

physikalischen und chemischen Methoden der quantitativen Bestimmung organischer Verbindungen

$59.99

Exploring the Trust and Innovation Mechanisms in M&A of Chinas State Owned Enterprises with Mixed O

$139.99

Al-Ksh's Mift al-isab, Volume I: Arithmetic

$159.99

Big Data and Security

$79.99

Reactive Oxygen and Nitrogen Species Signaling and Communication in Plants

$169.99

Silence within and beyond Pedagogical Settings

$39.99

Keys to Governance

$54.99

The Palgrave Handbook of Mimetic Theory and Religion

$259.00

Objectivity in Science

$119.99

The Choice of Legal Basis for Acts of the European Union

$79.99

Einfhrung in die nichtparametrische Statistik mit SAS und R

$39.99

Models and Measurements of the Cardiac Electric Field

$54.99

Tuberkulose

$59.99