An Introduction to Mathematical Finance with Applications Understanding and Building Financial Intuition /
This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form t...
Main Authors: | , |
---|---|
Corporate Author: | |
Format: | Electronic eBook |
Language: | English |
Published: |
New York, NY :
Springer New York : Imprint: Springer,
2016.
|
Series: | Springer Undergraduate Texts in Mathematics and Technology,
|
Subjects: | |
Online Access: | Full Text via HEAL-Link |
Table of Contents:
- Preface
- 1. Preliminaries and Financial Markets
- 2. The Time Value of Money
- 3. Markowitz Portfolio Theory
- 4. Capital Market Theory and Portfolio Risk Measures
- 5. Binomial Trees and Security Pricing Modeling
- 6. Stochastic Calculus and Geometric Brownian Motion Model
- 7. Derivatives: Forwards, Futures, Swaps and Options
- 8. The BSM Model and European Option Pricing
- Index. .