Risk neutral pricing and financial mathematics : a primer Peter M. Knopf, John L. Teall
Material type: TextPublication details: San Diego, CA : Academic Press, an imprint of Elsevier, 2015.Description: xii, 334 p. : ill. ; 24 cmISBN:- 9780128017272
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Item type | Current library | Call number | Status | Date due | Barcode | |
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REGULAR | University of Wollongong in Dubai Main Collection | 658.15 KN RI (Browse shelf(Opens below)) | Available | T0054644 |
Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitionere
Includes index.
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