Risk Neutral Pricing and Financial Mathematics: A Primer

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9780128015346: Risk Neutral Pricing and Financial Mathematics: A Primer

Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society). * Includes more subjects than other books, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, term structure models, valuation, and hedging techniques* Emphasizes introductory financial engineering, financial modeling, and financial mathematics* Suited for corporate training programs and professional association certification programs

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Review:

"A self-contained and well-balanced financial modeling textbook ideally suitable for both business school and engineering school. It also offers an intuitive and applied orientation approach for professional training and self-study." --K.C. Chang, George Mason University

About the Author:

Peter Knopf received his Ph.D. in mathematics from Cornell Univesity. He has published in the Journal of Difference Equations and Applications and the Journal of Mathematical Analysis and Applications. He developed a mathematical model for the allocation of fuel for the entire fleet of aircraft that was used by American Airlines for over ten years, and in 1997 he achieved the title of National Master from the United States Chess Federation. John Teall is the Jackson Tai '72 Clinical Professor of Finance at Renssalear Polytechnic University. He is a former member of the American Stock Exchange and has served as a consultant to Deutsche Bank, Goldman Sachs, and other financial institutions.

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Peter M. Knopf, John L. Teall
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Book Description Elsevier Science Publishing Co Inc, United States, 2015. Paperback. Book Condition: New. 229 x 152 mm. Language: English . Brand New Book. Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society). Bookseller Inventory # AA59780128015346

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Book Description Elsevier Science Publishing Co Inc, United States, 2015. Paperback. Book Condition: New. 229 x 152 mm. Language: English . Brand New Book. Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society). Bookseller Inventory # AA59780128015346

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Book Description Elsevier Science Publishing Co Inc. Paperback. Book Condition: new. BRAND NEW, Risk Neutral Pricing and Financial Mathematics: A Primer, Peter M. Knopf, John L. Teall, Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society). * Includes more subjects than other books, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, term structure models, valuation, and hedging techniques* Emphasizes introductory financial engineering, financial modeling, and financial mathematics* Suited for corporate training programs and professional association certification programs. Bookseller Inventory # B9780128015346

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