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An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems.
An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems.
1: Financial Derivatives: A Brief Introduction
2: A Primer on Arbitrage Theorem
3: Review of Deterministic Calculus
4: Pricing Derivatives: Models and Notations
5: Tools in Probability Theory
6: Martingales and Martingale Representations
7: Wiener Process, Levy Processes, and Rare Events
8: Differentiation in Stochastic Environments
9: Integration in Stochastic Environments
10: Ito's Lemma
11: The dynamics of Derivatives Prices: Stochastic Differential
12: Pricing Derivatives Products via Partial Differential Equations
13: Equivalent Martingale Measures
14: Equivalent Martingale Measures: Applications
15: Arbitrage Theorem in a New Setting
16: Term Structure Modeling and Related Concepts
17: Approaches to Modeling Term Structure
18: Conditional Expectations and PDEs
19: Derivative Pricing via Transform Techniques
20: Credit Spread and Credit Derivatives
21: Stopping Times and American-Style Derivatives
22: A Primer on Calibration and Estimation Techniques
Erscheinungsjahr: | 2013 |
---|---|
Fachbereich: | Einzelne Wirtschaftszweige |
Genre: | Importe, Wirtschaft |
Rubrik: | Recht & Wirtschaft |
Medium: | Buch |
Inhalt: | Gebunden |
ISBN-13: | 9780123846822 |
ISBN-10: | 012384682X |
Sprache: | Englisch |
Einband: | Gebunden |
Autor: | Hirsa, Ali |
Auflage: | 3rd edition |
Hersteller: | Elsevier Science |
Verantwortliche Person für die EU: | Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
Maße: | 241 x 189 x 27 mm |
Von/Mit: | Ali Hirsa |
Erscheinungsdatum: | 12.12.2013 |
Gewicht: | 1,074 kg |
1: Financial Derivatives: A Brief Introduction
2: A Primer on Arbitrage Theorem
3: Review of Deterministic Calculus
4: Pricing Derivatives: Models and Notations
5: Tools in Probability Theory
6: Martingales and Martingale Representations
7: Wiener Process, Levy Processes, and Rare Events
8: Differentiation in Stochastic Environments
9: Integration in Stochastic Environments
10: Ito's Lemma
11: The dynamics of Derivatives Prices: Stochastic Differential
12: Pricing Derivatives Products via Partial Differential Equations
13: Equivalent Martingale Measures
14: Equivalent Martingale Measures: Applications
15: Arbitrage Theorem in a New Setting
16: Term Structure Modeling and Related Concepts
17: Approaches to Modeling Term Structure
18: Conditional Expectations and PDEs
19: Derivative Pricing via Transform Techniques
20: Credit Spread and Credit Derivatives
21: Stopping Times and American-Style Derivatives
22: A Primer on Calibration and Estimation Techniques
Erscheinungsjahr: | 2013 |
---|---|
Fachbereich: | Einzelne Wirtschaftszweige |
Genre: | Importe, Wirtschaft |
Rubrik: | Recht & Wirtschaft |
Medium: | Buch |
Inhalt: | Gebunden |
ISBN-13: | 9780123846822 |
ISBN-10: | 012384682X |
Sprache: | Englisch |
Einband: | Gebunden |
Autor: | Hirsa, Ali |
Auflage: | 3rd edition |
Hersteller: | Elsevier Science |
Verantwortliche Person für die EU: | Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
Maße: | 241 x 189 x 27 mm |
Von/Mit: | Ali Hirsa |
Erscheinungsdatum: | 12.12.2013 |
Gewicht: | 1,074 kg |