Read Anywhere and on Any Device!

Special Offer | $0.00

Join Today And Start a 30-Day Free Trial and Get Exclusive Member Benefits to Access Millions Books for Free!

Create Free Account

Quick and Easy Sign Up!

It takes less then 1 minute to sign up, then you can enjoy Unlimited eBooks.

Sign Up Browse

Read Anywhere and on Any Device!

  • Download on iOS
  • Download on Android
  • Download on iOS

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

Unknown Author
4.9/5 (9368 ratings)
Read Now Download Now ⏭ listen AudioBook
Description:Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations rather than seeking the greatest generality.Developed from the esteemed author's advanced undergraduate and graduate courses at the University of Cambridge, the text begins with the classical topics of utility and the mean-variance approach to portfolio choice. The remainder of the book deals with derivative pricing. The author fully explains the binomial model since it is central to understanding the pricing of derivatives by self-financing hedging portfolios. He then discusses the general discrete-time model, Brownian motion and the Black?Scholes model. The book concludes with a look at various interest-rate models. Concepts from measure-theoretic probability and solutions to the end-of-chapter exercises are provided in the appendices.By exploring the important and exciting application area of mathematical finance, this text encourages students to learn more about probability, martingales and stochastic integration. It shows how mathematical concepts, such as the Black?Scholes and Gaussian random-field models, are used in financial situations.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series). To get started finding Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
—
Format
PDF, EPUB & Kindle Edition
Publisher
—
Release
—
ISBN
1420093452

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

Unknown Author
4.4/5 (1290744 ratings)
Read Now Download now ⏭ listen AudioBook
Description: Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations rather than seeking the greatest generality.Developed from the esteemed author's advanced undergraduate and graduate courses at the University of Cambridge, the text begins with the classical topics of utility and the mean-variance approach to portfolio choice. The remainder of the book deals with derivative pricing. The author fully explains the binomial model since it is central to understanding the pricing of derivatives by self-financing hedging portfolios. He then discusses the general discrete-time model, Brownian motion and the Black?Scholes model. The book concludes with a look at various interest-rate models. Concepts from measure-theoretic probability and solutions to the end-of-chapter exercises are provided in the appendices.By exploring the important and exciting application area of mathematical finance, this text encourages students to learn more about probability, martingales and stochastic integration. It shows how mathematical concepts, such as the Black?Scholes and Gaussian random-field models, are used in financial situations.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series). To get started finding Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
—
Format
PDF, EPUB & Kindle Edition
Publisher
—
Release
—
ISBN
1420093452

More Books

Stochastic Finance

Stochastic Finance

4.4/5 (1,282,506 ratings)

Stochastic Financial Models

Stochastic Financial Models

4.2/5 (4,466 ratings)

Essentials of Stochastic Finance

Essentials of Stochastic Finance

4.1/5 (1,751 ratings)

Introduction to Stochastic Finance with Market Examples

Introduction to Stochastic Finance with Market Examples

4.5/5 (743 ratings)

Stochastic Finance with Python

Stochastic Finance with Python

4/5 (647 ratings)

Stochastic Processes and Financial Mathematics

Stochastic Processes and Financial Mathematics

4/5 (647 ratings)

Stochastic Calculus and Financial Applications

Stochastic Calculus and Financial Applications

4.7/5 (647 ratings)

Introduction to Stochastic Finance

Introduction to Stochastic Finance

4.6/5 (647 ratings)

Introduction to Stochastic Calculus for Finance

Introduction to Stochastic Calculus for Finance

4.9/5 (647 ratings)
loader