Articles liés à Introducing Financial Mathematics

9781032359854: Introducing Financial Mathematics
Couverture rigide
ISBN 10 : 1032359854 ISBN 13 : 9781032359854
Editeur : Chapman and Hall/CRC, 2022

Synopsis

Introducing Financial Mathematics: Theory, Binomial Models, and Applications seeks to replace existing books with a rigorous stand-alone text that covers fewer examples in greater detail with more proofs. The book uses the fundamental theorem of asset pricing as an introduction to linear algebra and convex analysis. It also provides example computer programs, mainly Octave/MATLAB functions but also spreadsheets and Macsyma scripts, with which students may experiment on real data.The text's unique coverage is in its contemporary combination of discrete and continuous models to compute implied volatility and fit models to market data. The goal is to bridge the large gaps among nonmathematical finance texts, purely theoretical economics texts, and specific software-focused engineering texts.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Mladen Victor Wickerhauser is professor of mathematics and statistics at Washington University, St. Louis. He holds a PhD from Yale University. ?Professor Wickerhauser’s research interests include harmonic analysis, wavelets, and numerical algorithms for data compression. He has six US patents and 118 publications, one of which led to an algorithm used by the FBI to encode fingerprint images.

À propos de la quatrième de couverture

This book seeks to replace existing books with a more rigorous stand-alone text that covers fewer examples but with more proofs, and also provides example computer programs, mainly in Octave/MATLAB but also as spreadsheets and Macsyma scripts, with which students may experiment on real data.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Chapman and Hall/CRC
Date d'édition
2022
Langue
anglais
ISBN 10 
1032359854
ISBN 13 
9781032359854
Reliure
Relié
Nombre de pages
292
Coordonnées du fabricant
non disponible
Personne responsable
GPSR Kontakt
gpsr@libri.de

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