An introduction to the mathematics of financial derivatives /

An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on...

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Bibliographic Details
Corporate Author: ScienceDirect (Online service)
Other Authors: Hirsa, Ali (Editor), Neftci, Salih N. (Editor)
Format: eBook
Language:English
Published: Amsterdam : Academic Press, 2014.
Edition:Third edition.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems. Facilitates readers' understanding of underlying mathematical and theoretical models by presenting a mixture of theory and applications with hands-on learning. Presented intuitively, breaking up complex mathematics concepts into easily understood notions. Encourages use of discrete chapters as complementary readings on different topics, offering flexibility in learning and teaching
Physical Description:1 online resource
Bibliography:Includes bibliographical references (pages 437-438) and index.
ISBN:9780123846839
0123846838