Mathematical Finance: A Very Short Introduction (Very Short Introductions) - Softcover

Davis, Mark H. A.

 
9780198787945: Mathematical Finance: A Very Short Introduction (Very Short Introductions)
Softcover
ISBN 10: 0198787944 ISBN 13: 9780198787945
Publisher: OUP Oxford, 2019

Synopsis

Mathematical methods such as the theory of arbitrage have powered the massive rise of the finance industry. Mark Davis explains the theories and their applications.

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About the Author

Professor Mark Davis is Senior Research Fellow at the Department of Mathematics at Imperial College, London. With a PhD from the University of California, Berkeley, a background in electrical engineering and computer science, and an ScD in Mathematics from Cambridge University, Professor Davis spent five years as Head of Research and Product Development at the London-based investment bank Tokyo-Mitsubishi International, before setting up a Mathematical Finance group at Imperial College London. He was awarded the Naylor Prize in Applied Mathematics by the London Mathematical Society in 2002. He is the author of six books on stochastic analysis, optimisation and finance, most recently Risk-Sensitive Investment Management (World Scientific 2014), written with Sébastien Lleo.

"About this title" may belong to another edition of this title.

Publisher
OUP Oxford
Publication date
2019
Language
English
ISBN 10 
0198787944
ISBN 13 
9780198787945
Binding
Paperback
Number of pages
160