Lectures On Financial Mathematics


Lectures On Financial Mathematics
Author: Greg Anderson
Publisher: Morgan & Claypool Publishers
ISBN: 1608454959
Size: 17.39 MB
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Lectures On Financial Mathematics

Lectures On Financial Mathematics by Greg Anderson, Lectures On Financial Mathematics Books available in PDF, EPUB, Mobi Format. Download Lectures On Financial Mathematics books, This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is the set of possible trading times--this includes the popular binomial tree model. This setting has the advantage of being fairly general while not requiring a sophisticated understanding of analysis at the graduate level. Topics include understanding the several variants of "arbitrage," the fundamental theorems of asset pricing in terms of martingale measures, and applications to forwards and futures. The authors' motivation is to present the material in a way that clarifies as much as possible why the often confusing basic facts are true. Therefore the ideas are organized from a mathematical point of view with the emphasis on understanding exactly what is under the hood and how it works. Every effort is made to include complete explanations and proofs, and the reader is encouraged to work through the exercises throughout the book. The intended audience is students and other readers who have an undergraduate background in mathematics, including exposure to linear algebra, some advanced calculus, and basic probability. The book has been used in earlier forms with students in the MS program in Financial Mathematics at Florida State University, and is a suitable text for students at that level. Students who seek a second look at these topics may also find this book useful. Table of Contents: Overture: Single-Period Models / The General Discrete Model / The Fundamental Theorems of Asset Pricing / Forwards and Futures / Incomplete Markets


Lectures on Financial Mathematics
Language: en
Pages: 51
Authors: Greg Anderson, Alec N. Kercheval
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: Morgan & Claypool Publishers
This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is the set of possible trading times--this includes the popular binomial
Paris-Princeton Lectures on Mathematical Finance 2010
Language: en
Pages: 366
Authors: Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov
Categories: Mathematics
Type: BOOK - Published: 2011-06-29 - Publisher: Springer Science & Business Media
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the
Paris-Princeton Lectures on Mathematical Finance 2002
Language: en
Pages: 178
Authors: Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi
Categories: Mathematics
Type: BOOK - Published: 2003-12-15 - Publisher: Springer
The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for
From Probability to Finance
Language: en
Pages: 248
Authors: Ying Jiao
Categories: Mathematics
Type: BOOK - Published: 2020-03-20 - Publisher: Springer Nature
This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017. Each chapter is self-contained and corresponds to one mini-course which deals with a distinguished topic, such as branching processes, enlargement of filtrations, Hawkes processes, copula
Paris-Princeton Lectures on Mathematical Finance 2003
Language: en
Pages: 254
Authors: Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong
Categories: Mathematics
Type: BOOK - Published: 2004-08-30 - Publisher: Springer
The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for
Paris-Princeton Lectures on Mathematical Finance ...
Language: en
Pages:
Authors: Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, Jose A. Scheinkman, Wei Xiong
Categories: Business mathematics
Type: BOOK - Published: 2004 - Publisher:
Books about Paris-Princeton Lectures on Mathematical Finance ...
Lectures On Mathematical Finance And Related Topics
Language: en
Pages: 344
Authors: Kifer Yuri
Categories: Business & Economics
Type: BOOK - Published: 2019-12-19 - Publisher: World Scientific
Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical finance but also these 'related topics' with all proofs and in a self-contained form. The book treats both discrete and continuous
Paris-Princeton Lectures on Mathematical Finance 2004
Language: en
Pages: 248
Authors: René Carmona, Ivar Ekeland, Jean-Michel Lasry, Pierre-Louis Lions, Huyên Pham, Erik Taflin
Categories: Mathematics
Type: BOOK - Published: 2007-08-10 - Publisher: Springer
This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.
Paris-Princeton Lectures on Mathematical Finance 2013
Language: en
Pages: 316
Authors: Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
Categories: Mathematics
Type: BOOK - Published: 2013-07-11 - Publisher: Springer
The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations
Einführung in die Statistik der Finanzmärkte
Language: de
Pages: 428
Authors: Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner
Categories: Business & Economics
Type: BOOK - Published: 2003-09-04 - Publisher: Springer
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