Hirsa | An Introduction to the Mathematics of Financial Derivatives | Buch | 978-0-12-384682-2 | sack.de

Buch, Englisch, 454 Seiten, Format (B × H): 189 mm x 241 mm, Gewicht: 1074 g

Hirsa

An Introduction to the Mathematics of Financial Derivatives


Buch, Englisch, 454 Seiten, Format (B × H): 189 mm x 241 mm, Gewicht: 1074 g

ISBN: 978-0-12-384682-2
Verlag: Elsevier Science

An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems.
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Zielgruppe

<p>Upper-division undergraduates and graduate students seeking an introduction to the mathematics and concepts underlying financial derivatives in specific and investment vehicles (options, futures, and other financial engineering products) in general. </p>

Autoren/Hrsg.

Hirsa, Ali

Fachgebiete

Weitere Infos & Material

1: Financial Derivatives: A Brief Introduction

2: A Primer on Arbitrage Theorem

3: Review of Deterministic Calculus

4: Pricing Derivatives: Models and Notations

5: Tools in Probability Theory

6: Martingales and Martingale Representations

7: Wiener Process, Levy Processes, and Rare Events

8: Differentiation in Stochastic Environments

9: Integration in Stochastic Environments

10: Ito's Lemma

11: The dynamics of Derivatives Prices: Stochastic Differential

12: Pricing Derivatives Products via Partial Differential Equations

13: Equivalent Martingale Measures

14: Equivalent Martingale Measures: Applications

15: Arbitrage Theorem in a New Setting

16: Term Structure Modeling and Related Concepts

17: Approaches to Modeling Term Structure

18: Conditional Expectations and PDEs

19: Derivative Pricing via Transform Techniques

20: Credit Spread and Credit Derivatives

21: Stopping Times and American-Style Derivatives

22: A Primer on Calibration and Estimation Techniques

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