Mathematical Finance - Couverture souple

Couverture souple

ISBN 10 : 6130634447 ISBN 13 : 9786130634445

Editeur : Alphascript Publishing, 2010

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Mathematical finance comprises the branches of applied mathematics concerned with the financial markets.The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will derive, and extend, the mathematical or numerical models suggested by financial economics. Thus, for example, while a financial economist might study the structural reasons why a company may have a certain share price, a financial mathematician may take the share price as a given, and attempt to use stochastic calculus to obtain the fair value of derivatives of the stock.In terms of practice, mathematical finance also overlaps heavily with the field of computational finance. Arguably, these are largely synonymous, although the latter focuses on application, while the former focuses on modeling and derivation.The fundamental theorem of arbitrage-free pricing is one of the key theorems in mathematical finance.

Détails de l'édition

• Éditeur: Alphascript Publishing
• Date d'édition: 2010
• Langue: anglais
• ISBN 10: 6130634447
• ISBN 13: 9786130634445
• Reliure: Broché
• Nombre de pages: 64
• Éditeur: Miller Frederic P., Vandome Agnes F., McBrewster John
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible