An introduction to mathematical finance with applications : understanding and building financial intuition /: understanding and building financial intuition. (2016)

• Record Type: Book
• Further Information: Note: Arlie O. Petters, Xiaoying Dong.
• Authors: Petters, Arlie O, 1964-; Dong, Xiaoying
• Contents: Preface -- 1. Preliminaries and Financial Markets -- 2. The Time Value of Money -- 3. Markowitz Portfolio Theory -- 4. Capital Market Theory and Portfolio Risk Measures -- 5. Binomial Trees and Security Pricing Modeling -- 6. Stochastic Calculus and Geometric Brownian Motion Model -- 7. Derivatives: Forwards, Futures, Swaps and Options -- 8. The BSM Model and European Option Pricing -- Index.
• Publisher Details: Switzerland : Springer
• Publication Date: 2016
• Extent: 1 online resource (xvii, 483 pages), illustrations (some color)
• Subjects: 330.01/5195; Mathematics; Business mathematics; Economics, Mathematical; Business mathematics; Economics, Mathematical; Finanzmathematik; Tageswert; Portfolio Selection; Risikomaß; Preisbildung; Option; Mathematics -- Applied; Mathematics -- Probability & Statistics -- General; Business & Economics -- Insurance -- General; Mathematical modelling; Probability & statistics; Insurance & actuarial studies; Finance; Distribution (Probability theory); Finance & accounting; Electronic books
• Languages: English
• ISBNs: 9781493937837; 1493937839; 1493937812; 9781493937813
• Related ISBNs: 9781493937813
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed June 23, 2016).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.