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Englisch
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Beschreibung
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.
Über den Autor
Douglas Kennedy is a Fellow of Trinity College in Cambridge, UK.
Inhaltsverzeichnis
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.
Details
| Erscheinungsjahr: | 2018 |
|---|---|
| Fachbereich: | Werbung & Marketing |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Inhalt: | Einband - flex.(Paperback) |
| ISBN-13: | 9781138381452 |
| ISBN-10: | 1138381454 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| 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: | 234 x 156 x 15 mm |
| Von/Mit: | Douglas Kennedy |
| Erscheinungsdatum: | 10.09.2018 |
| Gewicht: | 0,412 kg |