Introduction to quantitative finance : (Record no. 35774)

MARC details
LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2009022214
ISBN
International Standard Book Number 9780262013697
ISBN
International Standard Book Number 026201369X
DEWEY DECIMAL CLASSIFICATION NUMBER
Call number 332.015195 RE IN
MAIN ENTRY--PERSONAL AUTHOR
Authors Reitano, Robert R.,
Dates 1950-
TITLE STATEMENT
Title Introduction to quantitative finance :
Subtitle a math tool kit
Statement of responsibility, etc. Robert R. Reitano
PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Cambridge, Mass. :
Publisher The MIT Press,
Date c2010.
PHYSICAL DESCRIPTION
Extent xxxiv, 709 p. :
Other Details ill. ;
Size 24 cm.
BIBLIOGRAPHY, ETC. NOTE
Note Includes bibliographical references and index.
SUMMARY
Summary "This text offers an accessible yet rigorous development of many of the fields of mathematics necessary for success in investment and quantitative finance, covering topics applicable to portfolio theory, investment banking, option pricing, investment, and insurance risk management. The approach emphasizes the mathematical framework provided by each mathematical discipline and the application of each framework to the solution of financial problems. It emphasizes the thought process and mathematical approach taken to develop each result instead of the memorization of formulas to be applied (or misapplied) automatically. The objective is to provide a deep level of understanding of the relevant mathematical theory and tools that can then be effectively used in practice, to teach students how to "think in mathematics" rather than simply to do mathematics by rote." "Each chapter covers an area of mathematics such as mathematical logic, Euclidean and other spaces, set theory and topology, sequences and series, probability theory, and calculus, in each case presenting only material that is most important and relevant for quantitative finance. Each chapter includes finance applications that demonstrate the relevance of the material presented. Problem sets are offered on both the mathematical theory and the finance applications sections of each chapter. The logical organization of the book and the judicious selection of topics make the text customizable for some courses. The development is self-contained and carefully explained to support disciplined, independent study as well. A solutions manual for students provides solutions to the book's Practice Exercises; an instructor's manual offers solutions to the Assignment Exercises as well as other materials."--BOOK JACKET.
SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Heading Finance
General Mathematical models
ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://uowd.box.com/s/pt7ua7snw6ozp2esihutqufazw66gc49">https://uowd.box.com/s/pt7ua7snw6ozp2esihutqufazw66gc49</a>
Public note Location Map
MAIN ENTRY--PERSONAL AUTHOR
-- 27322
SUBJECT ADDED ENTRY--TOPICAL TERM
-- 14847
Holdings
Date last seen Full call number Barcode Price effective from Koha item type Public note Lost status Source of classification or shelving scheme Damaged status Not for loan Withdrawn status Permanent location Current location Shelving location Date acquired Source of acquisition
30/04/2019 332.015195 RE IN T0062182 02/04/2019 REGULAR April2019   Dewey Decimal Classification       University of Wollongong in Dubai University of Wollongong in Dubai Main Collection 02/04/2019 KINOKUNIYA