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

DOI10.1007/978-1-4939-3783-7zbMATH Open1348.91002OpenAlexW4256121169MaRDI QIDQ2803373FDOQ2803373

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

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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)

Cited In (2)

• Mathematics for finance. An introduction to financial engineering.
• Title not available (Why is that?)

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