Financial mathematics : from discrete to continuous time /
"This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative...
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| Format: | eBook |
| Language: | English |
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Boca Raton :
Chapman & Hall/CRC,
2022.
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| Edition: | First edition. |
| Series: | Chapman and Hall/CRC financial mathematics series
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | "This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finance programs"-- |
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| Physical Description: | 1 online resource. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 042911365X 9780429113659 9780429538537 0429538537 9781498780421 1498780423 9781498780445 149878044X |