Financial Mathematics: Theory and Problems for Multi-period Models (UNITEXT) - Softcover
Zu dieser ISBN ist aktuell kein Angebot verfügbar.
Alle Exemplare der Ausgabe mit dieser ISBN anzeigen:
WITH THE BOLOGNA ACCORDS A BACHELOR-MASTER-DOCTOR CURRICULUM HAS BEEN INTRODUCED IN VARIOUS COUNTRIES WITH THE INTENTION THAT STUDENTS MAY ENTER THE JOB MARKET ALREADY AT THE BACHELOR LEVEL. SINCE FINANCIAL INSTITUTIONS PROVIDE NON NEGLIGIBLE JOB OPPORTUNITIES ALSO FOR MATHEMATICIANS, AND SCIENTISTS IN GENERAL, IT APPEARED TO BE APPROPRIATE TO HAVE A FINANCIAL MATHEMATICS COURSE ALREADY AT THE BACHELOR LEVEL IN MATHEMATICS. MOST MATHEMATICAL TECHNIQUES IN USE IN FINANCIAL MATHEMATICS ARE RELATED TO CONTINUOUS TIME MODELS AND REQUIRE THUS NOTIONS FROM STOCHASTIC ANALYSIS THAT BACHELOR STUDENTS DO IN GENERAL NOT POSSESS. BASIC NOTIONS AND METHODOLOGIES IN USE IN FINANCIAL MATHEMATICS CAN HOWEVER BE TRANSMITTED TO STUDENTS ALSO WITHOUT THE TECHNICALITIES FROM STOCHASTIC ANALYSIS BY USING DISCRETE TIME (MULTI-PERIOD) MODELS FOR WHICH GENERAL NOTIONS FROM PROBABILITY SUFFICE AND THESE ARE GENERALLY FAMILIAR TO STUDENTS NOT ONLY FROM SCIENCE COURSES, BUT ALSO FROM ECONOMICS WITH QUANTITATIVE CURRICULA. THERE DO NOT EXISTS MANY TEXTBOOKS FOR MULTI-PERIOD MODELS AND THE PRESENT VOLUME IS INTENDED TO FILL IN THIS GAP. IT DEALS WITH THE BASIC TOPICS IN FINANCIAL MATHEMATICS AND, FOR EACH TOPIC, THERE IS A THEORETICAL SECTION AND A PROBLEM SECTION. THE LATTER INCLUDES A GREAT VARIETY OF POSSIBLE PROBLEMS WITH COMPLETE SOLUTION.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Críticas:
Reseña del editor:
From the reviews:
“The authors present a textbook for a course in financial mathematics at the bachelor level. ... It presents a plethora of highly instructive problems/exercises and their solutions, enabling the reader to acquire a confident practical working knowledge of the material. These advantages make the book exceptionally valuable for students; moreover, since the setup of the book is the one used in industry applications of mathematical finance, it can be a very useful read for practitioners interested in the theoretical aspects of the applied methods.” (Tamás Mátrai, Zentralblatt MATH, Vol. 1247, 2012)
La finanza matematica ha visto un notevole sviluppo in tempi recenti, soprattutto per l'introduzione di strumenti finanziari atti a contenere il rischio nelle operazioni di mercato. Lo studio delle problematiche legate a tali strumenti richiede tecniche matematiche talvolta sofisticate e la maggior parte di queste tecniche sono legate alla teoria della Probabilità. Gli ambienti finanziari sono quindi divenuti uno sbocco professionale non solo per gli economisti, ma anche per i matematici ed in generale per i laureati delle discipline tecnico-scientifiche. Il presente libro è inteso come testo e nasce dall'esperienza d'insegnamento degli autori.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
- VerlagSpringer
- Erscheinungsdatum2012
- ISBN 10 8847025370
- ISBN 13 9788847025370
- EinbandTapa blanda
- Anzahl der Seiten308
Neu kaufen
Mehr zu diesem Angebot erfahren
EUR 67,00
Versand:
EUR 32,99
Von Deutschland nach USA
Beste Suchergebnisse beim ZVAB
Foto des Verkäufers
Financial Mathematics : Theory and Problems for Multi-period Models
Anbieter:
Bewertung
Buchbeschreibung Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - With the Bologna Accords a bachelor-master-doctor curriculum has been introduced in various countries with the intention that students may enter the job market already at the bachelor level. Since financial Institutions provide non negligible job opportunities also for mathematicians, and scientists in general, it appeared to be appropriate to have a financial mathematics course already at the bachelor level in mathematics. Most mathematical techniques in use in financial mathematics are related to continuous time models and require thus notions from stochastic analysis that bachelor students do in general not possess. Basic notions and methodologies in use in financial mathematics can however be transmitted to students also without the technicalities from stochastic analysis by using discrete time (multi-period) models for which general notions from Probability suffice and these are generally familiar to students not only from science courses, but also from economics with quantitative curricula. There do not exists many textbooks for multi-period models and the present volume is intended to fill in this gap. It deals with the basic topics in financial mathematics and, for each topic, there is a theoretical section and a problem section. The latter includes a great variety of possible problems with complete solution. Artikel-Nr. 9788847025370
Weitere Informationen zu diesem Verkäufer | Verkäufer kontaktieren
Neu kaufen
EUR 67,00
Währung umrechnen