Mathematics of Finance An Intuitive Introduction /

• Main Author: Saari, Donald G. (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Edition: 1st ed. 2019.
• Series: Undergraduate Texts in Mathematics,
• Subjects: Economics, Mathematical .; Game theory.; Finance.; Macroeconomics.; Quantitative Finance.; Game Theory, Economics, Social and Behav. Sciences.; Finance, general.; Macroeconomics/Monetary Economics//Financial Economics.

This textbook invites the reader to develop a holistic grounding in mathematical finance, where concepts and intuition play as important a role as powerful mathematical tools. Financial interactions are characterized by a vast amount of data and uncertainty; navigating the inherent dangers and hidde...

Table of Contents:

• 1. Preliminaries via Gambles
• 2. Options
• 3. Modeling
• 4. Some Probability
• 5. The Black-Scholes Equation
• 6. Solutions of Black-Scholes
• 7. Partial information: the Greeks
• 8. Sketching and the American Options
• 9. Embellishments.