Kevin J. Hastings

Financial Mathematics (eBook, PDF)

From Discrete to Continuous Time

• Format: PDF

Produktbeschreibung

This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finance programs.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 429
• Erscheinungstermin: 21. Dezember 2022
• Englisch
• ISBN-13: 9781498780421
• Artikelnr.: 66797586

Autorenporträt

Kevin J. Hastings is Professor of Mathematics; Rothwell C. Stephens Distinguished Service Chair at Knox College. He holds a Ph.D. from Northwestern University. His interests include applications to real-world problems affected by random inputs or disturbances. He is the author or three other books for CRC Press:

Introduction to Financial Mathematics, CRC Press, 2016. CHOICE Highly Recommended selection and 2017 Top Books for Colleges.

Introduction to Probability with Mathematica, 2nd ed., Chapman & Hall/CRC Press, 2009.

Introduction to the Mathematics of Operations Research with Mathematica, 2nd edition, Taylor & Francis/Marcel Dekker, 2006.

Introduction to Probability with Mathematica. CRC Press/Chapman & Hall, 2000. Also available as an e-book.

Inhaltsangabe

Chapter 1. Review of Preliminaries. Chapter 2. More on Portfolio
Optimization; Capital Market Theory. Chapter 3. Derivatives Valuation in
Multiple Periods. Chapter 4. Continuous Probability Models. Chapter 5.
Derivative Valuation in Continuous Time. Appendices.