18-010 Financial Mathematics 2 PDF Download

Author:
Publisher:
ISBN: 9780730921837
Category : Accounting
Languages : en
Pages :

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Author:
Publisher:
ISBN: 9780730940104
Category : Business mathematics
Languages : en
Pages :

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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: Stckvagn
Publisher: Financial Math
ISBN: 9781419034381
Category : Education
Languages : en
Pages : 0

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Topics include managing checking and savings accounts, understanding credit cards and loans, owning a home, investing, and paying taxes.

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: Chris Ruckman
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 348

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Author: Giuseppe Campolieti
Publisher: CRC Press
ISBN: 0429889100
Category : Business & Economics
Languages : en
Pages : 511

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The book has been tested and refined through years of classroom teaching experience. 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. This textbook provides complete coverage of continuous-time financial models that form the cornerstones of financial derivative pricing theory. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. Key features: In-depth coverage of continuous-time theory and methodology Numerous, fully worked out examples and exercises in every chapter Mathematically rigorous and consistent, yet bridging various basic and more advanced concepts Judicious balance of financial theory and mathematical methods Guide to Material This revision contains: Almost 150 pages worth of new material in all chapters A appendix on probability theory An expanded set of solved problems and additional exercises Answers to all exercises This book is a comprehensive, self-contained, and unified treatment of the main theory and application of mathematical methods behind modern-day financial mathematics. The text complements Financial Mathematics: A Comprehensive Treatment in Discrete Time, by the same authors, also published by CRC Press.

Author: Wai-sum Chan
Publisher: World Scientific
ISBN: 9811243298
Category : Business & Economics
Languages : en
Pages : 366

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This book provides a thorough understanding of the fundamental concepts of financial mathematics essential for the evaluation of any financial product and instrument. Mastering concepts of present and future values of streams of cash flows under different interest rate environments is core for actuaries and financial economists. This book covers the body of knowledge required by the Society of Actuaries (SOA) for its Financial Mathematics (FM) Exam.The third edition includes major changes such as an addition of an 'R Laboratory' section in each chapter, except for Chapter 9. These sections provide R codes to do various computations, which will facilitate students to apply conceptual knowledge. Additionally, key definitions have been revised and the theme structure has been altered. Students studying undergraduate courses on financial mathematics for actuaries will find this book useful. This book offers numerous examples and exercises, some of which are adapted from previous SOA FM Exams. It is also useful for students preparing for the actuarial professional exams through self-study.

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

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