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Author : Chester Hume Forsyth
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (89 download)
Download or read book Tables Reprinted from an Introduction to the Mathematical Theory of Finance written by Chester Hume Forsyth and published by . This book was released on 1928 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John Wiley & Sons
Publisher :
ISBN 13 :
Total Pages : 242 pages
Book Rating : 4.A/5 ( download)
Download or read book Wiley Books written by John Wiley & Sons and published by . This book was released on 1932 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Fred Espen Benth
Publisher : Springer Science & Business Media
ISBN 13 : 3642187862
Total Pages : 172 pages
Book Rating : 4.6/5 (421 download)
Download or read book Option Theory with Stochastic Analysis written by Fred Espen Benth and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a very basic and accessible introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It covers the theory essential to the statistical modeling of stocks, pricing of derivatives with martingale theory, and computational finance including both finite-difference and Monte Carlo methods.
Author :
Publisher :
ISBN 13 :
Total Pages : 712 pages
Book Rating : 4.3/5 (91 download)
Download or read book The National Union Catalog, Pre-1956 Imprints written by and published by . This book was released on 1968 with total page 712 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 570 pages
Book Rating : 4.:/5 (36 download)
Download or read book The American Mathematical Monthly written by and published by . This book was released on 1924 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes section "Recent publications."
Author : University of British Columbia
Publisher :
ISBN 13 :
Total Pages : 330 pages
Book Rating : 4.3/5 (91 download)
Download or read book Calendar written by University of British Columbia and published by . This book was released on 1930 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 1558 pages
Book Rating : 4.3/5 (91 download)
Download or read book The Economist written by and published by . This book was released on 1928 with total page 1558 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kyūshū Daigaku. Toshokan
Publisher :
ISBN 13 :
Total Pages : 702 pages
Book Rating : 4.:/5 (29 download)
Download or read book Catalogue of the Kyushu Imperial University Library. Supplement. 1-3 written by Kyūshū Daigaku. Toshokan and published by . This book was released on 1933 with total page 702 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 900 pages
Book Rating : 4.E/5 ( download)
Download or read book Book News written by and published by . This book was released on 1899 with total page 900 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Milton Abramowitz
Publisher : Courier Corporation
ISBN 13 : 9780486612720
Total Pages : 1068 pages
Book Rating : 4.6/5 (127 download)
Download or read book Handbook of Mathematical Functions written by Milton Abramowitz and published by Courier Corporation. This book was released on 1965-01-01 with total page 1068 pages. Available in PDF, EPUB and Kindle. Book excerpt: An extensive summary of mathematical functions that occur in physical and engineering problems
Author : Alexander MacFarlane Mood
Publisher : McGraw-Hill Publishing Company
ISBN 13 : 9780070854659
Total Pages : 564 pages
Book Rating : 4.8/5 (546 download)
Download or read book Introduction to the Theory of Statistics written by Alexander MacFarlane Mood and published by McGraw-Hill Publishing Company. This book was released on 1974 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text offers a sound and self-contained introduction to classical statistical theory. The material is suitable for students who have successfully completed a single year's course in calculus, and no prior knowledge of statistics or probability is assumed. Practical examples and problems are included.
Author : Damien Lamberton
Publisher : CRC Press
ISBN 13 : 1584886269
Total Pages : 252 pages
Book Rating : 4.5/5 (848 download)
Download or read book Introduction to Stochastic Calculus Applied to Finance, Second Edition written by Damien Lamberton and published by CRC Press. This book was released on 2007-11-30 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, Introduction to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field. New to the Second Edition Complements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete markets Discussions on local volatility, Dupire's formula, the change of numéraire techniques, forward measures, and the forward Libor model A new chapter on credit risk modeling An extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategies Additional exercises and problems Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world.
Author : Jaksa Cvitanic
Publisher : MIT Press
ISBN 13 : 9780262033206
Total Pages : 528 pages
Book Rating : 4.0/5 (332 download)
Download or read book Introduction to the Economics and Mathematics of Financial Markets written by Jaksa Cvitanic and published by MIT Press. This book was released on 2004-02-27 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: An innovative textbook for use in advanced undergraduate and graduate courses; accessible to students in financial mathematics, financial engineering and economics. Introduction to the Economics and Mathematics of Financial Markets fills the longstanding need for an accessible yet serious textbook treatment of financial economics. The book provides a rigorous overview of the subject, while its flexible presentation makes it suitable for use with different levels of undergraduate and graduate students. Each chapter presents mathematical models of financial problems at three different degrees of sophistication: single-period, multi-period, and continuous-time. The single-period and multi-period models require only basic calculus and an introductory probability/statistics course, while an advanced undergraduate course in probability is helpful in understanding the continuous-time models. In this way, the material is given complete coverage at different levels; the less advanced student can stop before the more sophisticated mathematics and still be able to grasp the general principles of financial economics. The book is divided into three parts. The first part provides an introduction to basic securities and financial market organization, the concept of interest rates, the main mathematical models, and quantitative ways to measure risks and rewards. The second part treats option pricing and hedging; here and throughout the book, the authors emphasize the Martingale or probabilistic approach. Finally, the third part examines equilibrium models—a subject often neglected by other texts in financial mathematics, but included here because of the qualitative insight it offers into the behavior of market participants and pricing.
Author : Paul Wilmott
Publisher : Cambridge University Press
ISBN 13 : 9780521497893
Total Pages : 338 pages
Book Rating : 4.4/5 (978 download)
Download or read book The Mathematics of Financial Derivatives written by Paul Wilmott and published by Cambridge University Press. This book was released on 1995-09-29 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.
Author : Louis Bachelier
Publisher : Princeton University Press
ISBN 13 : 1400829305
Total Pages : 205 pages
Book Rating : 4.4/5 (8 download)
Download or read book Louis Bachelier's Theory of Speculation written by Louis Bachelier and published by Princeton University Press. This book was released on 2011-12-12 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: March 29, 1900, is considered by many to be the day mathematical finance was born. On that day a French doctoral student, Louis Bachelier, successfully defended his thesis Théorie de la Spéculation at the Sorbonne. The jury, while noting that the topic was "far away from those usually considered by our candidates," appreciated its high degree of originality. This book provides a new translation, with commentary and background, of Bachelier's seminal work. Bachelier's thesis is a remarkable document on two counts. In mathematical terms Bachelier's achievement was to introduce many of the concepts of what is now known as stochastic analysis. His purpose, however, was to give a theory for the valuation of financial options. He came up with a formula that is both correct on its own terms and surprisingly close to the Nobel Prize-winning solution to the option pricing problem by Fischer Black, Myron Scholes, and Robert Merton in 1973, the first decisive advance since 1900. Aside from providing an accurate and accessible translation, this book traces the twin-track intellectual history of stochastic analysis and financial economics, starting with Bachelier in 1900 and ending in the 1980s when the theory of option pricing was substantially complete. The story is a curious one. The economic side of Bachelier's work was ignored until its rediscovery by financial economists more than fifty years later. The results were spectacular: within twenty-five years the whole theory was worked out, and a multibillion-dollar global industry of option trading had emerged.
Author : University of California, Berkeley. Library
Publisher :
ISBN 13 :
Total Pages : 1020 pages
Book Rating : 4.F/5 ( download)
Download or read book Author-title Catalog written by University of California, Berkeley. Library and published by . This book was released on 1963 with total page 1020 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gopinath Kallianpur
Publisher : Springer Science & Business Media
ISBN 13 : 1461205115
Total Pages : 266 pages
Book Rating : 4.4/5 (612 download)
Download or read book Introduction to Option Pricing Theory written by Gopinath Kallianpur and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the development of the mathematical theory of finance. This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-structure. This self-contained work begins with five introductory chapters on stochastic analysis, making it accessible to readers with little or no prior knowledge of stochastic processes or stochastic analysis. These chapters cover the essentials of Ito's theory of stochastic integration, integration with respect to semimartingales, Girsanov's Theorem, and a brief introduction to stochastic differential equations. Subsequent chapters treat more specialized topics, including option pricing in discrete time, continuous time trading, arbitrage, complete markets, European options (Black and Scholes Theory), American options, Russian options, discrete approximations, and asset pricing with stochastic volatility. In several chapters, new results are presented. A unique feature of the book is its emphasis on arbitrage, in particular, the relationship between arbitrage and equivalent martingale measures (EMM), and the derivation of necessary and sufficient conditions for no arbitrage (NA). {\it Introduction to Option Pricing Theory} is intended for students and researchers in statistics, applied mathematics, business, or economics, who have a background in measure theory and have completed probability theory at the intermediate level. The work lends itself to self-study, as well as to a one-semester course at the graduate level.
