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Developed from the esteemed author's advanced undergraduate and graduate courses at the University of Cambridge, this text provides a hands-on, sound introduction to mathematical finance. Assuming no prior knowledge of stochastic calculus or measure-theoretic probability, the author includes the relevant mathematical background as well as many exercises with solutions. He first presents the classical topics of utility and the mean-variance approach to portfolio choice. Focusing on derivative pricing, the text then covers the binomial model, the general discrete-time model, Brownian motion, the Black-Scholes model, and various interest-rate models.
Developed from the esteemed author's advanced undergraduate and graduate courses at the University of Cambridge, this text provides a hands-on, sound introduction to mathematical finance. Assuming no prior knowledge of stochastic calculus or measure-theoretic probability, the author includes the relevant mathematical background as well as many exercises with solutions. He first presents the classical topics of utility and the mean-variance approach to portfolio choice. Focusing on derivative pricing, the text then covers the binomial model, the general discrete-time model, Brownian motion, the Black-Scholes model, and various interest-rate models.
Douglas Kennedy is a Fellow of Trinity College in Cambridge, UK.
Portfolio Choice. The Binomial Model. A General Discrete-Time Model. Brownian Motion. The Black-Scholes Model. Interest-Rate Models. Solutions. Appendices. Further Reading. References. Index.
| Erscheinungsjahr: | 2010 |
|---|---|
| Fachbereich: | Werbung & Marketing |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| ISBN-13: | 9781420093452 |
| ISBN-10: | 1420093452 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: | Kennedy, Douglas |
| 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 19 mm |
| Von/Mit: | Douglas Kennedy |
| Erscheinungsdatum: | 15.01.2010 |
| Gewicht: | 0,57 kg |
Douglas Kennedy is a Fellow of Trinity College in Cambridge, UK.
Portfolio Choice. The Binomial Model. A General Discrete-Time Model. Brownian Motion. The Black-Scholes Model. Interest-Rate Models. Solutions. Appendices. Further Reading. References. Index.
| Erscheinungsjahr: | 2010 |
|---|---|
| Fachbereich: | Werbung & Marketing |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| ISBN-13: | 9781420093452 |
| ISBN-10: | 1420093452 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: | Kennedy, Douglas |
| 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 19 mm |
| Von/Mit: | Douglas Kennedy |
| Erscheinungsdatum: | 15.01.2010 |
| Gewicht: | 0,57 kg |
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