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Cover: 9781009048941 | Stochastic Finance | An Introduction with Examples | Turner (u. a.)
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Stochastic Finance
An Introduction with Examples
Taschenbuch von Amanda Turner (u. a.)
Sprache: Englisch

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Lieferzeit 1-2 Wochen

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Beschreibung
Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing, the authors have identified common pain points for students, and their approach takes great care to help the reader to overcome these difficulties and to foster understanding where comparable texts often do not. Written for advanced undergraduate students, and making use of numerous detailed examples to illustrate key concepts, this text provides all the mathematical foundations necessary to model transactions in the world of finance. A first course in probability is the only necessary background. The book begins with the discrete binomial model and the finite market model, followed by the continuous Black¿Scholes model. It studies the pricing of European options by combining financial concepts such as arbitrage and self-financing trading strategies with probabilistic tools such as sigma algebras, martingales and stochastic integration. All these concepts are introduced in a relaxed and user-friendly fashion.
Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing, the authors have identified common pain points for students, and their approach takes great care to help the reader to overcome these difficulties and to foster understanding where comparable texts often do not. Written for advanced undergraduate students, and making use of numerous detailed examples to illustrate key concepts, this text provides all the mathematical foundations necessary to model transactions in the world of finance. A first course in probability is the only necessary background. The book begins with the discrete binomial model and the finite market model, followed by the continuous Black¿Scholes model. It studies the pricing of European options by combining financial concepts such as arbitrage and self-financing trading strategies with probabilistic tools such as sigma algebras, martingales and stochastic integration. All these concepts are introduced in a relaxed and user-friendly fashion.
Über den Autor
Amanda Turner is Professor of Statistics at the University of Leeds. She received her Ph.D. from the University of Cambridge in Scaling Limits of Stochastic Processes in 2007. Before moving to Leeds, she taught probability and stochastic processes for finance at Lancaster University and the University of Geneva for over fifteen years. She is a founding member of the Royal Statistical Society's Applied Probability Section and is heavily involved in the London Mathematical Society, including as a member of council since 2021. When not doing mathematics, she enjoys mountaineering and skiing.
Inhaltsverzeichnis
Preface; Acknowledgements; Part I. Discrete-Time Models for Finance: 1. Introduction to finance; 2. Discrete probability; 3. Binomial or CRR model; 4. Finite market model; 5. Discrete Black¿Scholes model; Part II. Continuous-Time Models for Finance: 6. Continuous probability; 7. Brownian motion; 8. Stochastic integration; 9. The Black¿Scholes model; A Supplementary material; Bibliography; Symbol index; Index.
Details
Erscheinungsjahr: 2023
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Seiten: 260
Inhalt: Kartoniert / Broschiert
ISBN-13: 9781009048941
ISBN-10: 1009048945
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Turner, Amanda (University of Leeds)
Zeindler, Dirk (Lancaster University)
Hersteller: Cambridge University Press
Abbildungen: Worked examples or Exercises
Maße: 244 x 184 x 14 mm
Von/Mit: Amanda Turner (u. a.)
Erscheinungsdatum: 09.02.2023
Gewicht: 0,568 kg
preigu-id: 125690452
Über den Autor
Amanda Turner is Professor of Statistics at the University of Leeds. She received her Ph.D. from the University of Cambridge in Scaling Limits of Stochastic Processes in 2007. Before moving to Leeds, she taught probability and stochastic processes for finance at Lancaster University and the University of Geneva for over fifteen years. She is a founding member of the Royal Statistical Society's Applied Probability Section and is heavily involved in the London Mathematical Society, including as a member of council since 2021. When not doing mathematics, she enjoys mountaineering and skiing.
Inhaltsverzeichnis
Preface; Acknowledgements; Part I. Discrete-Time Models for Finance: 1. Introduction to finance; 2. Discrete probability; 3. Binomial or CRR model; 4. Finite market model; 5. Discrete Black¿Scholes model; Part II. Continuous-Time Models for Finance: 6. Continuous probability; 7. Brownian motion; 8. Stochastic integration; 9. The Black¿Scholes model; A Supplementary material; Bibliography; Symbol index; Index.
Details
Erscheinungsjahr: 2023
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Seiten: 260
Inhalt: Kartoniert / Broschiert
ISBN-13: 9781009048941
ISBN-10: 1009048945
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Turner, Amanda (University of Leeds)
Zeindler, Dirk (Lancaster University)
Hersteller: Cambridge University Press
Abbildungen: Worked examples or Exercises
Maße: 244 x 184 x 14 mm
Von/Mit: Amanda Turner (u. a.)
Erscheinungsdatum: 09.02.2023
Gewicht: 0,568 kg
preigu-id: 125690452
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