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Mathematical Finance
A Very Short Introduction
Taschenbuch von Mark H. A. Davis
Sprache: Englisch

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Beschreibung
Now a vital part of modern economies, the rapid growth of the finance industry in recent decades is largely due to the development of mathematical methods such as the theory of arbitrage. Asset valuation, credit trading, and fund management, now depend on these mathematical tools. Mark Davis explains the theories and their applications.
Now a vital part of modern economies, the rapid growth of the finance industry in recent decades is largely due to the development of mathematical methods such as the theory of arbitrage. Asset valuation, credit trading, and fund management, now depend on these mathematical tools. Mark Davis explains the theories and their applications.
Über den Autor
Professor Mark Davis is Senior Research Fellow at the Department of Mathematics at Imperial College, London. With a PhD from the University of California, Berkeley, a background in electrical engineering and computer science, and an ScD in Mathematics from Cambridge University, Professor Davis spent five years as Head of Research and Product Development at the London-based investment bank Tokyo-Mitsubishi International, before setting up a Mathematical Finance group at Imperial College London. He was awarded the Naylor Prize in Applied Mathematics by the London Mathematical Society in 2002. He is the author of six books on stochastic analysis, optimisation and finance, most recently Risk-Sensitive Investment Management (World Scientific 2014), written with Sébastien Lleo.
Inhaltsverzeichnis
  • Preface

  • 1: Money, banking, and financial markets

  • 2: Quantifying risks

  • 3: The classical theory of option pricing

  • 4: Interest rates

  • 5: Credit risk

  • 6: Fund management

  • 7: Risk management

  • 8: The banking crisis and its aftermatch

  • Epilogue

  • Further reading

  • Index

Details
Erscheinungsjahr: 2019
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: Kartoniert / Broschiert
ISBN-13: 9780198787945
ISBN-10: 0198787944
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Davis, Mark H. A.
Hersteller: Oxford University Press
Maße: 172 x 111 x 15 mm
Von/Mit: Mark H. A. Davis
Erscheinungsdatum: 24.01.2019
Gewicht: 0,126 kg
Artikel-ID: 114387883
Über den Autor
Professor Mark Davis is Senior Research Fellow at the Department of Mathematics at Imperial College, London. With a PhD from the University of California, Berkeley, a background in electrical engineering and computer science, and an ScD in Mathematics from Cambridge University, Professor Davis spent five years as Head of Research and Product Development at the London-based investment bank Tokyo-Mitsubishi International, before setting up a Mathematical Finance group at Imperial College London. He was awarded the Naylor Prize in Applied Mathematics by the London Mathematical Society in 2002. He is the author of six books on stochastic analysis, optimisation and finance, most recently Risk-Sensitive Investment Management (World Scientific 2014), written with Sébastien Lleo.
Inhaltsverzeichnis
  • Preface

  • 1: Money, banking, and financial markets

  • 2: Quantifying risks

  • 3: The classical theory of option pricing

  • 4: Interest rates

  • 5: Credit risk

  • 6: Fund management

  • 7: Risk management

  • 8: The banking crisis and its aftermatch

  • Epilogue

  • Further reading

  • Index

Details
Erscheinungsjahr: 2019
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: Kartoniert / Broschiert
ISBN-13: 9780198787945
ISBN-10: 0198787944
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Davis, Mark H. A.
Hersteller: Oxford University Press
Maße: 172 x 111 x 15 mm
Von/Mit: Mark H. A. Davis
Erscheinungsdatum: 24.01.2019
Gewicht: 0,126 kg
Artikel-ID: 114387883
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