An introduction to the mathematics of financial derivatives:
Saved in:
Bibliographic Details
Other Authors: Hirsa, Ali (Editor), Neftci, Salih N. (Editor)
Format: Electronic eBook
Language:English
Published: London, United Kingdom ; San Diego, United States ; Cambridge, United States ; Oxford, United Kingdom Academic Press [2014]
Edition:Third edition
Subjects:
Online Access:FAW01
FUBA1
Volltext
Item Description: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. Facilitates readers' understanding of underlying mathematical and theoretical models by presenting a mixture of theory and applications with hands-on learning. Presented intuitively, breaking up complex mathematics concepts into easily understood notions. Encourages use of discrete chapters as complementary readings on different topics, offering flexibility in learning and teaching
Includes bibliographical references (pages 437-438) and index
Physical Description:1 Online-Ressource (444 Seiten) Illustrationen, Diagramme
ISBN:9780123846839
0123846838
012384682X
DOI:10.1016/C2010-0-64929-7

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text