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Risk neutral pricing and financial mathematics : a primer Peter M. Knopf, John L. Teall

By: Contributor(s): Material type: TextTextPublication details: San Diego, CA : Academic Press, an imprint of Elsevier, 2015.Description: xii, 334 p. : ill. ; 24 cmISBN:
  • 9780128017272
Subject(s): DDC classification:
  • .
Online resources:
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Item type Current library Call number Status Date due Barcode
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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