An introduction to mathematical finance with applications. Understanding and building financial intuition

DOI10.1007/978-1-4939-3783-7MaRDI QIDQ2803373zbMATH OpenOpenAlexFDO

Authors A. O. Petters, Xiaoying Dong

Publication date 4 May 2016

Published in Springer Undergraduate Texts in Mathematics and Technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4939-3783-7

zbMATH Keywords

optionsforwardsgeometric Brownian motionswapsEuropean option pricinginterest ratesfinancial marketsderivativesfuturesbinomial treesstochastic calculusBlack-Scholes-Merton modelMarkowitz portfolio theorycapital market theoryportfolio risk measuresecurity pricing modelling

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Stochastic models in economics (91B70) Actuarial science and mathematical finance (91Gxx)

Recommendations

• Mathematics for finance. An introduction to financial engineering.
• scientific article; zbMATH DE number 1963167
• Mathematical finance
• Introductory Mathematical Analysis for Quantitative Finance
• Stochastic Finance

Cited in

(8)

• scientific article; zbMATH DE number 1963167 (Why is no real title available?)
• Introduction to financial mathematics. With computer applications
• Quantitative finance. A simulation-based introduction using Excel
• Mathematical Finance
• Probability and finance theory
• The art of quantitative finance Vol. 1. Trading, derivatives and basic concepts
• Mathematics for finance. An introduction to financial engineering.
• Contemporary Issues in Quantitative Finance

This page was built for publication: An introduction to mathematical finance with applications. Understanding and building financial intuition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2803373)