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Introduction to Financial Mathematics

Concepts and Computational Methods

by Arash Fahim

Introduction to Financial Mathematics

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Book Description

Introduction to Financial Mathematics: Concepts and Computational Methods serves as a primer in financial mathematics with a focus on conceptual understanding of models and problem solving. It includes the mathematical background needed for risk management, such as probability theory, optimization, and the like. The goal of the book is to expose the reader to a wide range of basic problems, some of which emphasize analytic ability, some requiring programming techniques and others focusing on statistical data analysis. In addition, it covers some areas which are outside the scope of mainstream financial mathematics textbooks. For example, it presents marginal account setting by the CCP and systemic risk, and a brief overview of the model risk. Inline exercises and examples are included to help students prepare for exams on this book.

This open book is licensed under a Creative Commons License (CC BY-NC-SA). You can download Introduction to Financial Mathematics ebook for free in PDF format (3.7 MB).

Table of Contents

Chapter 1
Preliminaries of finance and risk management
Chapter 2
Modeling financial assets in discrete-time markets
Chapter 3
Modeling financial assets in continuous-time
Chapter 4
American options

Book Details

Title
Introduction to Financial Mathematics
Subject
Science & Mathematics
Publisher
Florida State University
Published
2019
Pages
290
Edition
1
Language
English
PDF Size
3.7 MB
License
CC BY-NC-SA

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