金融数学入門 Introducing Financial Mathematics : Theory, Binomial Models, and Applications (Chapman and Hall/crc Financial Mathematics Series)

Wickerhauser, Mladen Victor

Chapman & Hall/CRC（2022/11発売）

Chapman & Hall/CRC（2022/11発売）

• 製本 Hardcover:ハードカバー版／ページ数 292 p.
• 言語 ENG
• 商品コード 9781032359854
• DDC分類 332.6

Full Description

Introducing Financial Mathematics: Theory, Binomial Models, and Applications seeks to replace existing books with a rigorous stand-alone text that covers fewer examples in greater detail with more proofs. The book uses the fundamental theorem of asset pricing as an introduction to linear algebra and convex analysis. It also provides example computer programs, mainly Octave/MATLAB functions but also spreadsheets and Macsyma scripts, with which students may experiment on real data.The text's unique coverage is in its contemporary combination of discrete and continuous models to compute implied volatility and fit models to market data. The goal is to bridge the large gaps among nonmathematical finance texts, purely theoretical economics texts, and specific software-focused engineering texts.

Contents

Preface 1. Basics 2. Continuous Models 3. Discrete Models 4. Exotic Models 5. Forwards and Futures 6. Dividends and Interest 7. Implied Volatility 8. Fundamental Theorems Project Suggestions Answers and Index