The Resource An introduction to mathematical finance with applications : understanding and building financial intuition, Arlie O. Petters, Xiaoying Dong

An introduction to mathematical finance with applications : understanding and building financial intuition, Arlie O. Petters, Xiaoying Dong

Label
An introduction to mathematical finance with applications : understanding and building financial intuition
Title
An introduction to mathematical finance with applications
Title remainder
understanding and building financial intuition
Statement of responsibility
Arlie O. Petters, Xiaoying Dong
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic models, including those that may become proprietary. Numerous carefully chosen examples and exercises reinforce the student?s conceptual understanding and facility with applications. The exercises are divided into conceptual, application-based, and theoretical problems, which probe the material deeper. The book is aimed toward advanced undergraduates and first-year graduate students who are new to finance or want a more rigorous treatment of the mathematical models used within. While no background in finance is assumed, prerequisite math courses include multivariable calculus, probability, and linear algebra. The authors introduce additional mathematical tools as needed. The entire textbook is appropriate for a single year-long course on introductory mathematical finance. The self-contained design of the text allows for instructor flexibility in topics courses and those focusing on financial derivatives. Moreover, the text is useful for mathematicians, physicists, and engineers who want to learn finance via an approach that builds their financial intuition and is explicit about model building, as well as business school students who want a treatment of finance that is deeper but not overly theoretical
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorDate
1964-
http://library.link/vocab/creatorName
Petters, Arlie O.
Dewey number
330.01/5195
Illustrations
illustrations
Index
index present
LC call number
HF5691
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Dong, Xiaoying
Series statement
Springer undergraduate texts in mathematics and technology,
http://library.link/vocab/subjectName
  • Business mathematics
  • Economics, Mathematical
  • Business mathematics
  • Economics, Mathematical
  • Finanzmathematik
  • Tageswert
  • Portfolio Selection
  • Risikomaß
  • Preisbildung
  • Option
  • Mathematics
  • Mathematics
  • Business & Economics
  • Mathematical modelling
  • Probability & statistics
  • Insurance & actuarial studies
  • Finance & accounting
Label
An introduction to mathematical finance with applications : understanding and building financial intuition, Arlie O. Petters, Xiaoying Dong
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-1-4939-3783-7
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Preface -- 1. Preliminaries and Financial Markets -- 2. The Time Value of Money -- 3. Markowitz Portfolio Theory -- 4. Capital Market Theory and Portfolio Risk Measures -- 5. Binomial Trees and Security Pricing Modeling -- 6. Stochastic Calculus and Geometric Brownian Motion Model -- 7. Derivatives: Forwards, Futures, Swaps and Options -- 8. The BSM Model and European Option Pricing -- Index
Dimensions
unknown
Extent
1 online resource (xvii, 483 pages)
File format
unknown
Form of item
online
Isbn
9781493937837
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
SpringerLink
Other control number
10.1007/978-1-4939-3783-7
Other physical details
illustrations (some color).
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)952086002
  • (OCoLC)ocn952086002
Label
An introduction to mathematical finance with applications : understanding and building financial intuition, Arlie O. Petters, Xiaoying Dong
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-1-4939-3783-7
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Preface -- 1. Preliminaries and Financial Markets -- 2. The Time Value of Money -- 3. Markowitz Portfolio Theory -- 4. Capital Market Theory and Portfolio Risk Measures -- 5. Binomial Trees and Security Pricing Modeling -- 6. Stochastic Calculus and Geometric Brownian Motion Model -- 7. Derivatives: Forwards, Futures, Swaps and Options -- 8. The BSM Model and European Option Pricing -- Index
Dimensions
unknown
Extent
1 online resource (xvii, 483 pages)
File format
unknown
Form of item
online
Isbn
9781493937837
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
SpringerLink
Other control number
10.1007/978-1-4939-3783-7
Other physical details
illustrations (some color).
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)952086002
  • (OCoLC)ocn952086002

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