18-005 Financial Mathematics 1 PDF Download

Author:
Publisher:
ISBN: 9780730921592
Category : Business mathematics
Languages : en
Pages :

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Author:
Publisher:
ISBN: 9780730933410
Category : Business mathematics
Languages : en
Pages :

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Author: Kevin J. Hastings
Publisher: CRC Press
ISBN: 1498723918
Category : Mathematics
Languages : en
Pages : 418

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Book Description
Introduction to Financial Mathematics is ideal for an introductory undergraduate course. Unlike most textbooks aimed at more advanced courses, the text motivates students through a discussion of personal finances and portfolio management. The author then goes on to cover valuation of financial derivatives in discrete time, using all of closed form,

Author: Giuseppe Campolieti
Publisher: CRC Press
ISBN: 1439892431
Category : Business & Economics
Languages : en
Pages : 826

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Book Description
Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors’ teaching experiences, the book encompasses a breadth of topics, from introductory to more advanced ones. Accessible to undergraduate students in mathematics, finance, actuarial science, economics, and related quantitative areas, much of the text covers essential material for core curriculum courses on financial mathematics. Some of the more advanced topics, such as formal derivative pricing theory, stochastic calculus, Monte Carlo simulation, and numerical methods, can be used in courses at the graduate level. Researchers and practitioners in quantitative finance will also benefit from the combination of analytical and numerical methods for solving various derivative pricing problems. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. The book provides complete coverage of both discrete- and continuous-time financial models that form the cornerstones of financial derivative pricing theory. It also presents a self-contained introduction to stochastic calculus and martingale theory, which are key fundamental elements in quantitative finance.

Author: Kevin J. Hastings
Publisher: CRC Press
ISBN: 1498780423
Category : Business & Economics
Languages : en
Pages : 430

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Book Description
Financial Mathematics: From Discrete to Continuous Time is a study of the mathematical ideas and techniques that are important to the two main arms of the area of financial mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finance programs. The approach will be mathematically correct but informal, sometimes omitting proofs of the more difficult results and stressing practical results and interpretation. The text will not be dependent on any particular technology, but it will be laced with examples requiring the numerical and graphical power of the machine. The text illustrates simulation techniques to stand in for analytical techniques when the latter are impractical. There will be an electronic version of the text that integrates Mathematica functionality into the development, making full use of the computational and simulation tools that this program provides. Prerequisites are good courses in mathematical probability, acquaintance with statistical estimation, and a grounding in matrix algebra. The highlights of the text are: A thorough presentation of the problem of portfolio optimization, leading in a natural way to the Capital Market Theory Dynamic programming and the optimal portfolio selection-consumption problem through time An intuitive approach to Brownian motion and stochastic integral models for continuous time problems The Black-Scholes equation for simple European option values, derived in several different ways A chapter on several types of exotic options Material on the management of risk in several contexts

Author: J Robert Buchanan
Publisher: World Scientific Publishing Company
ISBN: 9814407461
Category : Business & Economics
Languages : en
Pages : 484

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Book Description
This textbook provides an introduction to financial mathematics and financial engineering for undergraduate students who have completed a three- or four-semester sequence of calculus courses. It introduces the theory of interest, discrete and continuous random variables and probability, stochastic processes, linear programming, the Fundamental Theorem of Finance, option pricing, hedging, and portfolio optimization. This third edition expands on the second by including a new chapter on the extensions of the Black-Scholes model of option pricing and a greater number of exercises at the end of each chapter. More background material and exercises added, with solutions provided to the other chapters, allowing the textbook to better stand alone as an introduction to financial mathematics. The reader progresses from a solid grounding in multivariable calculus through a derivation of the Black-Scholes equation, its solution, properties, and applications. The text attempts to be as self-contained as possible without relying on advanced mathematical and statistical topics. The material presented in this book will adequately prepare the reader for graduate-level study in mathematical finance.

Author:
Publisher: Penerbit Salemba
ISBN: 9796914662
Category :
Languages : en
Pages : 264

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Author: Educational Finance Inquiry Commission
Publisher:
ISBN:
Category : Education
Languages : en
Pages : 134

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Author: David J. Wollkind
Publisher: Springer
ISBN: 3319735187
Category : Mathematics
Languages : en
Pages : 606

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Book Description
This text demonstrates the process of comprehensive applied mathematical modeling through the introduction of various case studies. The case studies are arranged in increasing order of complexity based on the mathematical methods required to analyze the models. The development of these methods is also included, providing a self-contained presentation. To reinforce and supplement the material introduced, original problem sets are offered involving case studies closely related to the ones presented. With this style, the text’s perspective, scope, and completeness of the subject matter are considered unique. Having grown out of four self-contained courses taught by the authors, this text will be of use in a two-semester sequence for advanced undergraduate and beginning graduate students, requiring rudimentary knowledge of advanced calculus and differential equations, along with a basic understanding of some simple physical and biological scientific principles.

Author: William O. Cleverley
Publisher: Jones & Bartlett Learning
ISBN: 1284260844
Category : Medical
Languages : en
Pages : 586

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Book Description
Blending the topics of both accounting and finance, Essentials of Health Care Finance is a relevant, readable, and easily applied resource for health care management students and executives that explores finance theory and its practical application in health care across a full range of facilities, from hospitals, home health agencies, and skilled nursing facilities to surgical centers, physician practices, and integrated health systems. Carefully revised, the Ninth Edition of Essentials of Health Care Finance has been updated with additional reflection, examples, and application so that individuals with no healthcare experience can benefit from additional elaboration on key concepts such as physician practice management, flex budgeting, and strategic financial planning. The Ninth Edition also explores trends in national health expenditures and physician organizations and alignment; changes in health services financing and utilization since the enactment of the Affordable Care Act (ACA)