Introducing Financial Mathematics | Buch

Cover: 9781032359854 | Introducing Financial Mathematics | Mladen Victor Wickerhauser | Buch

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Sprache: Englisch

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Beschreibung

This book seeks to replace existing books with a more rigorous stand-alone text that covers fewer examples but with more proofs, and also provides example computer programs, mainly in Octave/MATLAB but also as spreadsheets and Macsyma scripts, with which students may experiment on real data.

Über den Autor

Mladen Victor Wickerhauser is professor of mathematics and statistics at Washington University, St. Louis. He holds a PhD from Yale University. ¿Professor Wickerhauser's research interests include harmonic analysis, wavelets, and numerical algorithms for data compression. He has six US patents and 118 publications, one of which led to an algorithm used by the FBI to encode fingerprint images.

Inhaltsverzeichnis

Preface 1. Basics 2. Continuous Models 3. Discrete Models 4. Exotic Models 5. Forwards and Futures 6. Dividends and Interest 7. Implied Volatility 8. Fundamental Theorems Project Suggestions Answers and Index

Erscheinungsjahr:	2022
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
Inhalt:	Einband - fest (Hardcover)
ISBN-13:	9781032359854
ISBN-10:	1032359854
Sprache:	Englisch
Einband:	Gebunden
Autor:	Wickerhauser, Mladen Victor
Hersteller:	Chapman and Hall/CRC
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	240 x 161 x 21 mm
Von/Mit:	Mladen Victor Wickerhauser
Erscheinungsdatum:	09.11.2022
Gewicht:	0,625 kg