Mathematical Finance and Probability: A Discrete Introduction
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Basel
Birkhäuser Basel
2003
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | The objective of this book is to give a self-contained presentation to the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the toolbox of professionals in the financial industry. Although a complete derivation of the Black-Scholes option pricing formula is given, the focus is on finite-time models. Not going for the greatest possible level of generality is greatly rewarded by a greater insight into the underlying economic ideas, putting the reader in an excellent position to proceed to the more general continuous-time theory. The material will be accessible to students and practitioners having a working knowledge of linear algebra and calculus. All additional material is developed from the very beginning as needed. In particular, the book also offers an introduction to modern probability theory, albeit mostly within the context of finite sample spaces. The style of presentation will appeal to financial economics students seeking an elementary but rigorous introduction to the subject; mathematics and physics students looking for an opportunity to become acquainted with this modern applied topic; and mathematicians, physicists or quantitatively inclined economists working in the financial industry |
| Beschreibung: | 1 Online-Ressource (VIII, 328p) |
| ISBN: | 9783034880411 9783764369217 |
| DOI: | 10.1007/978-3-0348-8041-1 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV042422018 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150317s2003 |||| o||u| ||||||eng d | ||
| 020 | |a 9783034880411 |c Online |9 978-3-0348-8041-1 | ||
| 020 | |a 9783764369217 |c Print |9 978-3-7643-6921-7 | ||
| 024 | 7 | |a 10.1007/978-3-0348-8041-1 |2 doi | |
| 035 | |a (OCoLC)863666925 | ||
| 035 | |a (DE-599)BVBBV042422018 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-703 |a DE-91 |a DE-634 | ||
| 082 | 0 | |a 519 |2 23 | |
| 084 | |a MAT 000 |2 stub | ||
| 100 | 1 | |a Medina, Pablo Koch |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Mathematical Finance and Probability |b A Discrete Introduction |c by Pablo Koch Medina, Sandro Merino |
| 264 | 1 | |a Basel |b Birkhäuser Basel |c 2003 | |
| 300 | |a 1 Online-Ressource (VIII, 328p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a The objective of this book is to give a self-contained presentation to the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the toolbox of professionals in the financial industry. Although a complete derivation of the Black-Scholes option pricing formula is given, the focus is on finite-time models. Not going for the greatest possible level of generality is greatly rewarded by a greater insight into the underlying economic ideas, putting the reader in an excellent position to proceed to the more general continuous-time theory. The material will be accessible to students and practitioners having a working knowledge of linear algebra and calculus. All additional material is developed from the very beginning as needed. In particular, the book also offers an introduction to modern probability theory, albeit mostly within the context of finite sample spaces. The style of presentation will appeal to financial economics students seeking an elementary but rigorous introduction to the subject; mathematics and physics students looking for an opportunity to become acquainted with this modern applied topic; and mathematicians, physicists or quantitatively inclined economists working in the financial industry | ||
| 650 | 4 | |a Mathematics | |
| 650 | 4 | |a Finance | |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 4 | |a Quantitative Finance | |
| 650 | 4 | |a Probability Theory and Stochastic Processes | |
| 650 | 4 | |a Mathematik | |
| 650 | 0 | 7 | |a Wahrscheinlichkeitstheorie |0 (DE-588)4079013-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | 1 | |a Wahrscheinlichkeitstheorie |0 (DE-588)4079013-7 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Merino, Sandro |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-0348-8041-1 |x Verlag |3 Volltext |
| 912 | |a ZDB-2-SMA |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SMA_Archive | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-027857435 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804153095839547392 |
|---|---|
| any_adam_object | |
| author | Medina, Pablo Koch |
| author_facet | Medina, Pablo Koch |
| author_role | aut |
| author_sort | Medina, Pablo Koch |
| author_variant | p k m pk pkm |
| building | Verbundindex |
| bvnumber | BV042422018 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
| ctrlnum | (OCoLC)863666925 (DE-599)BVBBV042422018 |
| dewey-full | 519 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519 |
| dewey-search | 519 |
| dewey-sort | 3519 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-0348-8041-1 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03055nmm a2200505zc 4500</leader><controlfield tag="001">BV042422018</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150317s2003 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783034880411</subfield><subfield code="c">Online</subfield><subfield code="9">978-3-0348-8041-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783764369217</subfield><subfield code="c">Print</subfield><subfield code="9">978-3-7643-6921-7</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-0348-8041-1</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)863666925</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042422018</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Medina, Pablo Koch</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Mathematical Finance and Probability</subfield><subfield code="b">A Discrete Introduction</subfield><subfield code="c">by Pablo Koch Medina, Sandro Merino</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Basel</subfield><subfield code="b">Birkhäuser Basel</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (VIII, 328p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">The objective of this book is to give a self-contained presentation to the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the toolbox of professionals in the financial industry. Although a complete derivation of the Black-Scholes option pricing formula is given, the focus is on finite-time models. Not going for the greatest possible level of generality is greatly rewarded by a greater insight into the underlying economic ideas, putting the reader in an excellent position to proceed to the more general continuous-time theory. The material will be accessible to students and practitioners having a working knowledge of linear algebra and calculus. All additional material is developed from the very beginning as needed. In particular, the book also offers an introduction to modern probability theory, albeit mostly within the context of finite sample spaces. The style of presentation will appeal to financial economics students seeking an elementary but rigorous introduction to the subject; mathematics and physics students looking for an opportunity to become acquainted with this modern applied topic; and mathematicians, physicists or quantitatively inclined economists working in the financial industry</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Distribution (Probability theory)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Quantitative Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Probability Theory and Stochastic Processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wahrscheinlichkeitstheorie</subfield><subfield code="0">(DE-588)4079013-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Wahrscheinlichkeitstheorie</subfield><subfield code="0">(DE-588)4079013-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Merino, Sandro</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-0348-8041-1</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_Archive</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027857435</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV042422018 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:10Z |
| institution | BVB |
| isbn | 9783034880411 9783764369217 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027857435 |
| oclc_num | 863666925 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (VIII, 328p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Birkhäuser Basel |
| record_format | marc |
| spelling | Medina, Pablo Koch Verfasser aut Mathematical Finance and Probability A Discrete Introduction by Pablo Koch Medina, Sandro Merino Basel Birkhäuser Basel 2003 1 Online-Ressource (VIII, 328p) txt rdacontent c rdamedia cr rdacarrier The objective of this book is to give a self-contained presentation to the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the toolbox of professionals in the financial industry. Although a complete derivation of the Black-Scholes option pricing formula is given, the focus is on finite-time models. Not going for the greatest possible level of generality is greatly rewarded by a greater insight into the underlying economic ideas, putting the reader in an excellent position to proceed to the more general continuous-time theory. The material will be accessible to students and practitioners having a working knowledge of linear algebra and calculus. All additional material is developed from the very beginning as needed. In particular, the book also offers an introduction to modern probability theory, albeit mostly within the context of finite sample spaces. The style of presentation will appeal to financial economics students seeking an elementary but rigorous introduction to the subject; mathematics and physics students looking for an opportunity to become acquainted with this modern applied topic; and mathematicians, physicists or quantitatively inclined economists working in the financial industry Mathematics Finance Distribution (Probability theory) Quantitative Finance Probability Theory and Stochastic Processes Mathematik Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Wahrscheinlichkeitstheorie (DE-588)4079013-7 s 1\p DE-604 Merino, Sandro Sonstige oth https://doi.org/10.1007/978-3-0348-8041-1 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Medina, Pablo Koch Mathematical Finance and Probability A Discrete Introduction Mathematics Finance Distribution (Probability theory) Quantitative Finance Probability Theory and Stochastic Processes Mathematik Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4079013-7 (DE-588)4017195-4 |
| title | Mathematical Finance and Probability A Discrete Introduction |
| title_auth | Mathematical Finance and Probability A Discrete Introduction |
| title_exact_search | Mathematical Finance and Probability A Discrete Introduction |
| title_full | Mathematical Finance and Probability A Discrete Introduction by Pablo Koch Medina, Sandro Merino |
| title_fullStr | Mathematical Finance and Probability A Discrete Introduction by Pablo Koch Medina, Sandro Merino |
| title_full_unstemmed | Mathematical Finance and Probability A Discrete Introduction by Pablo Koch Medina, Sandro Merino |
| title_short | Mathematical Finance and Probability |
| title_sort | mathematical finance and probability a discrete introduction |
| title_sub | A Discrete Introduction |
| topic | Mathematics Finance Distribution (Probability theory) Quantitative Finance Probability Theory and Stochastic Processes Mathematik Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Mathematics Finance Distribution (Probability theory) Quantitative Finance Probability Theory and Stochastic Processes Mathematik Wahrscheinlichkeitstheorie Finanzmathematik |
| url | https://doi.org/10.1007/978-3-0348-8041-1 |
| work_keys_str_mv | AT medinapablokoch mathematicalfinanceandprobabilityadiscreteintroduction AT merinosandro mathematicalfinanceandprobabilityadiscreteintroduction |