0,00 €*
Cover: 9780128015346 | Risk Neutral Pricing and Financial Mathematics | A Primer | Buch
Dekorationsartikel gehören nicht zum Leistungsumfang.
Risk Neutral Pricing and Financial Mathematics
A Primer
Taschenbuch von Peter M Knopf (u. a.)
Sprache: Englisch

54,15 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 4-7 Werktage

Kategorien:
Beschreibung
Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society).
Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society).
Über den Autor
Peter Knopf obtained his Ph.D. from Cornell University and subsequently taught at Texas A&M University and Rutgers University. He is currently Professor of Mathematics at Pace University. He has numerous research publications in both pure and applied mathematics. His recent research interests have been in the areas of difference equations and stochastic delay equation models for pricing securities.
Inhaltsverzeichnis
  1. Introduction and Overview
  2. Probability and Risk
  3. Discrete Time and State Models
  4. Continuous Time and State Models
  5. An Introduction to Stochastic Processes and Applications
  6. Fundamentals of Stochastic Calculus and Black-Scholes
  7. Further Applications of Black-Scholes
  8. Mean-Reverting Processes
Details
Erscheinungsjahr: 2015
Fachbereich: Allgemeines
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
ISBN-13: 9780128015346
ISBN-10: 0128015349
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Knopf, Peter M
Teall, John L
Hersteller: Elsevier Science
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 233 x 189 x 25 mm
Von/Mit: Peter M Knopf (u. a.)
Erscheinungsdatum: 18.08.2015
Gewicht: 0,725 kg
Artikel-ID: 132586518
Über den Autor
Peter Knopf obtained his Ph.D. from Cornell University and subsequently taught at Texas A&M University and Rutgers University. He is currently Professor of Mathematics at Pace University. He has numerous research publications in both pure and applied mathematics. His recent research interests have been in the areas of difference equations and stochastic delay equation models for pricing securities.
Inhaltsverzeichnis
  1. Introduction and Overview
  2. Probability and Risk
  3. Discrete Time and State Models
  4. Continuous Time and State Models
  5. An Introduction to Stochastic Processes and Applications
  6. Fundamentals of Stochastic Calculus and Black-Scholes
  7. Further Applications of Black-Scholes
  8. Mean-Reverting Processes
Details
Erscheinungsjahr: 2015
Fachbereich: Allgemeines
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
ISBN-13: 9780128015346
ISBN-10: 0128015349
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Knopf, Peter M
Teall, John L
Hersteller: Elsevier Science
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 233 x 189 x 25 mm
Von/Mit: Peter M Knopf (u. a.)
Erscheinungsdatum: 18.08.2015
Gewicht: 0,725 kg
Artikel-ID: 132586518
Sicherheitshinweis

Ähnliche Produkte

Ähnliche Produkte

Taschenbuch
Cover: 9783658345754 | Einflussfaktoren auf die Akzeptanz von Robo Advisors | Taschenbuch
Einflussfaktoren auf die Akzeptanz von Robo Advisors
Digitale Kommunikation in der Anlageberatung
EAN: 9783658345754
Sprache: Deutsch
Von/Mit: Jessica Hastenteufel (u. a.)

14,99 €*

Lieferzeit 1-2 Werktage

Taschenbuch
Cover: 9781737766315 | Into Russia's Cauldron | An American Vision, Undone | Steven Fisher
Into Russia's Cauldron
An American Vision, Undone
EAN: 9781737766315
Sprache: Englisch
Von/Mit: Steven Fisher

33,90 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9781394172573 | Money Games | Weijian Shan | Taschenbuch | 368 S. | Englisch | 2023
Money Games
The Inside Story of How American Dealmakers Saved Korea's Most Iconic Bank
EAN: 9781394172573
Sprache: Englisch
Von/Mit: Weijian Shan

21,95 €*

Lieferzeit 1-2 Werktage

Buch
Cover: 9798218070564 | Rhyming Bitcoin | Jason Don | Buch | Gebunden | Englisch | 2022
Rhyming Bitcoin
EAN: 9798218070564
Sprache: Englisch
Von/Mit: Jason Don

48,90 €*

Lieferzeit 1-2 Wochen

Taschenbuch
-11 %
Cover: 9783030935573 | Foreign Exchange | Practical Asset Pricing and Macroeconomic Theory
Foreign Exchange
Practical Asset Pricing and Macroeconomic Theory
EAN: 9783030935573
Sprache: Englisch
Von/Mit: Adam S. Iqbal

57,40 €* UVP 64,19 €

Lieferzeit 2-4 Werktage

Taschenbuch
Cover: 9780262547161 | The Blockchain and the New Architecture of Trust | Kevin Werbach
The Blockchain and the New Architecture of Trust
EAN: 9780262547161
Sprache: Englisch
Von/Mit: Kevin Werbach

33,30 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9780262549011 | Systemic Risk, Crises, and Macroprudential Regulation | Taschenbuch
Systemic Risk, Crises, and Macroprudential Regulation
EAN: 9780262549011
Sprache: Englisch
Von/Mit: Xavier Freixas (u. a.)

67,95 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9780691248523 | Virtuous Bankers | Anne Murphy | Taschenbuch | Englisch | 2024
Virtuous Bankers
A Day in the Life of the Eighteenth-Century Bank of England
EAN: 9780691248523
Sprache: Englisch
Von/Mit: Anne Murphy

23,85 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9781503609679 | Banking on the State | The Financial Foundations of Lebanon | Buch
Banking on the State
The Financial Foundations of Lebanon
EAN: 9781503609679
Sprache: Englisch
Von/Mit: Hicham Safieddine

31,50 €*

Aktuell nicht verfügbar

Diese Website verwendet Cookies, um eine bestmögliche Erfahrung bieten zu können. Mehr Informationen ...