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Mathematical Finance and Probability: A Discrete Introduction - Softcover

 
9783764369217: Mathematical Finance and Probability: A Discrete Introduction

Synopsis

On what grounds can one reasonably expect that a complex financial contract solving a complex real-world issue does not deserve the same thorough scientific treatment as an aeroplane wing or a micro-proces­ sor? Only ignorance would suggest such an idea. E. Briys and F. De Varenne The objective of this book is to give a self-contained presentation of that part of mathematical finance devoted to the pricing of derivative instruments. During the past two decades the pricing of financial derivatives - or more generally: mathematical finance - has steadily won in importance both within the financial services industry and within the academic world. The complexity of the mathemat­ ics needed to master derivatives techniques naturally resulted in a high demand for quantitatively oriented professionals (mostly mathematicians and physicists) in the banking and insurance world. This in turn triggered a demand for university courses on the relevant topics and at the same time confronted the mathematical community with an interesting field of application for many techniques that had originally been developed for other purposes. Most probably this development was accelerated by an ever more applied orientation of the mathematics curriculum and the fact that finance institutions were often willing to generously support research in this field.

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From the Back Cover

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 styleof 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.

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9780817669218: Mathematical Finance and Probability: A Discrete Introduction

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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This self-contained book presents the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the professional toolbox in the financial industry. It provides great insight into the underlying economic ideas in a very readable form, putting the reader in an excellent position to proceed to the more general continuous-time theory. 344 pp. Englisch. Seller Inventory # 9783764369217

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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - On what grounds can one reasonably expect that a complex financial contract solving a complex real-world issue does not deserve the same thorough scientific treatment as an aeroplane wing or a micro-proces sor Only ignorance would suggest such an idea. E. Briys and F. De Varenne The objective of this book is to give a self-contained presentation of that part of mathematical finance devoted to the pricing of derivative instruments. During the past two decades the pricing of financial derivatives - or more generally: mathematical finance - has steadily won in importance both within the financial services industry and within the academic world. The complexity of the mathemat ics needed to master derivatives techniques naturally resulted in a high demand for quantitatively oriented professionals (mostly mathematicians and physicists) in the banking and insurance world. This in turn triggered a demand for university courses on the relevant topics and at the same time confronted the mathematical community with an interesting field of application for many techniques that had originally been developed for other purposes. Most probably this development was accelerated by an ever more applied orientation of the mathematics curriculum and the fact that finance institutions were often willing to generously support research in this field. Seller Inventory # 9783764369217

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