Mathematical Finance: A Very Short Introduction

DOI10.1093/ACTRADE/9780198787945.001.0001MaRDI QIDQ4684373zbMATH OpenOpenAlexWikidataFDO

Authors Mark H. A. Davis

Publication date 28 September 2018

Full work available at URL https://doi.org/10.1093/actrade/9780198787945.001.0001

zbMATH Keywords

credit riskfinancial marketsfund managementinterest ratesoption pricingrisk management

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Portfolio theory (91G10) Derivative securities (option pricing, hedging, etc.) (91G20) Interest rates, asset pricing, etc. (stochastic models) (91G30) Credit risk (91G40)

Recommendations

• scientific article; zbMATH DE number 1373207
• Financial mathematics. An introduction
• Mathematics of Finance
• scientific article; zbMATH DE number 6446864
• Introduction to the financial mathematics
• scientific article; zbMATH DE number 1761930
• Introduction to the financial mathematics

Cited in

(13)

• A brief history of quantitative finance
• F for finance. From classical financial mathematics to portfolio theory and new financial products
• Review Paper. A survey of mathematical finance
• scientific article; zbMATH DE number 2098010 (Why is no real title available?)
• The use, misuse and abuse of mathematics in finance
• scientific article; zbMATH DE number 1447316 (Why is no real title available?)
• Classical Financial Mathematics
• Mathematical Finance: A Very Short Introduction
• scientific article; zbMATH DE number 6182904 (Why is no real title available?)
• scientific article; zbMATH DE number 6322409 (Why is no real title available?)
• Mathematics and finance
• scientific article; zbMATH DE number 2207718 (Why is no real title available?)
• Macroscopic properties of equity markets: stylized facts and portfolio performance

This page was built for publication: Mathematical Finance: A Very Short Introduction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4684373)