An elementary introduction to mathematical finance.
From MaRDI portal
Recommendations
Cited in
(31)- On the mathematics of options
- A hierarchical model for accuracy and choice on standardized tests
- A partial introduction to financial asset pricing theory.
- Combination of transition probability distribution and stable Lorentz distribution in stock markets
- Robust numerical algorithm to the European option with illiquid markets
- Mathematical financial economics. A basic introduction
- Notes on discrete compound Poisson model with applications to risk theory
- Option pricing, interest rates and risk management
- Introduction to the mathematics of finance. Arbitrage and option pricing.
- Optimal minimum bids and inventory scrapping in sequential, single-unit, Vickrey auctions with demand learning
- An Introduction to the Mathematics of Money
- The derivatives sourcebook. With contributions by Robert C. Merton and Myron S. Scholes and assistance from Martin Haugh, Li Jin, Leonid Kogan and Jonathan Taylor
- HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES?
- Vinzenz Bronzin’s Option Pricing Models
- Mathematics for finance. An introduction to financial engineering.
- Mathematical models for financial optimization
- Understanding the Mathematics of Personal Finance
- scientific article; zbMATH DE number 1373207 (Why is no real title available?)
- scientific article; zbMATH DE number 1849971 (Why is no real title available?)
- scientific article; zbMATH DE number 1869203 (Why is no real title available?)
- Integrated optimization of planetary rover layout and exploration routes
- Model selection for stock prices data
- Options and option strategies: theory and empirical results
- Partially independent random variables
- scientific article; zbMATH DE number 5496999 (Why is no real title available?)
- Haar wavelet-based valuation method for pricing European options
- The art of quantitative finance Vol. 1. Trading, derivatives and basic concepts
- Observability inequality from measurable sets for degenerate parabolic equations and its applications
- So You Want to Price and Invest in Options?
- A diffusion process as a model for temperature variations
- Using the Newton-Raphson method with automatic differentiation to numerically solve the implied volatility of stock options via the binomial model
This page was built for publication: An elementary introduction to mathematical finance.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3078372)
