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Lieferstatus:	i.d.R. innert 7-14 Tagen versandfertig
Veröffentlichung:	Januar 2010
Genre:	Wirtschaft / Recht
	advanced mathematical finance concepts / asset allocation strategies / BUSINESS & ECONOMICS / Finance / General / Finance / Finance and the finance industry / financial risk modeling / Investment Analysis / Probability Theory / Quantitative Finance / Stochastic Calculus mehr...
ISBN:	9781420093452
EAN-Code:	9781420093452
Verlag:	Taylor and Francis
Einband:	Gebunden
Sprache:	English
Serie:	Chapman and Hall/CRC Financial Mathematics Series
Dimensionen:	H 234 mm / B 156 mm / D 19 mm
Gewicht:	660 gr
Seiten:	272
Illustration:	schwarz-weiss Illustrationen
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

Developed from the esteemed author's advanced undergraduate and graduate courses at the University of Cambridge, this text provides a hands-on, sound introduction to mathematical finance. Assuming no prior knowledge of stochastic calculus or measure-theoretic probability, the author includes the relevant mathematical background as well as many exercises with solutions. He first presents the classical topics of utility and the mean-variance approach to portfolio choice. Focusing on derivative pricing, the text then covers the binomial model, the general discrete-time model, Brownian motion, the Black-Scholes model, and various interest-rate models.