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Risk Neutral Pricing and Financial Mathematics

Risk Neutral Pricing and Financial Mathematics
  • Author : Peter M. Knopf
  • Publsiher : Elsevier
  • Release : 29 July 2015
  • ISBN : 0128017279
  • Pages : 348 pages
  • Rating : 4/5 from 21 ratings
GET THIS BOOKRisk Neutral Pricing and Financial Mathematics

Summary:
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 practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society). Includes more subjects than other books, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, term structure models, valuation, and hedging techniques Emphasizes introductory financial engineering, financial modeling, and financial mathematics Suited for corporate training programs and professional association certification programs


Risk Neutral Pricing and Financial Mathematics

Risk Neutral Pricing and Financial Mathematics
  • Author : Peter M. Knopf,John L. Teall
  • Publisher : Elsevier
  • Release : 29 July 2015
GET THIS BOOKRisk Neutral Pricing and Financial Mathematics

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

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Risk Neutral Pricing and Financial Mathematics

Risk Neutral Pricing and Financial Mathematics
  • Author : Peter M. Knopf,John L. Teall
  • Publisher : Academic Press
  • Release : 01 May 2015
GET THIS BOOKRisk Neutral Pricing and Financial Mathematics

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

Book Risk Neutral Pricing and Financial Mathematics PDF Download/ Read Online


Risk-Neutral Valuation

Risk-Neutral Valuation
  • Author : Nicholas H. Bingham,Rüdiger Kiesel
  • Publisher : Springer Science & Business Media
  • Release : 29 June 2013
GET THIS BOOKRisk-Neutral Valuation

This second edition - completely up to date with new exercises - provides a comprehensive and self-contained treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, with special emphasis on martingale theory, stochastic integration and change-of-measure techniques. Based on firm probabilistic foundations, general properties of discrete- and continuous-time financial market models are discussed.

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Risk-Neutral Valuation

Risk-Neutral Valuation
  • Author : Nicholas H. Bingham,Rudiger Kiesel
  • Publisher : Springer Science & Business Media
  • Release : 29 June 2013
GET THIS BOOKRisk-Neutral Valuation

With a simple approach accessible to a wide audience, this book aims for the heart of mathematical finance: the fundamental formula of arbitrage pricing theory. This method of pricing discounts everything and takes expected values under the equivalent martingale measure. The authors approach is simple and excludes unnecessary proofs of measure-theoretic probability, instead, it favors techniques and examples of proven interest to financial practitioners.

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Financial Trading and Investing

Financial Trading and Investing
  • Author : John L. Teall
  • Publisher : Academic Press
  • Release : 21 March 2018
GET THIS BOOKFinancial Trading and Investing

Financial Trading and Investing, Second Edition, delivers the most current information on trading and market microstructure for undergraduate and master’s students. Without demanding a background in econometrics, it explores alternative markets and highlights recent regulatory developments, implementations, institutions and debates. New explanations of controversial trading tactics (and blunders), such as high-frequency trading, dark liquidity pools, fat fingers, insider trading, and flash orders emphasize links between the history of financial regulation and events in financial markets. New sections on valuation

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Innovative Quick Response Programs in Logistics and Supply Chain Management

Innovative Quick Response Programs in Logistics and Supply Chain Management
  • Author : T. C. Edwin Cheng,Tsan-Ming Choi
  • Publisher : Springer Science & Business Media
  • Release : 11 March 2010
GET THIS BOOKInnovative Quick Response Programs in Logistics and Supply Chain Management

Quick Response (QR) policy is a market-driven business strategy in which supply chain members work together to react quickly to volatile market demand. Nowadays, with advances in information technologies (such as RFID and ERP systems), new challenges and opportunities arise for the application of QR. This handbook explores QR extensively with a view to discovering innovative QR measures that can help tackle the observed and emerging challenges. The book is organized into four parts, which include chapters on analytical modeling

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Financial Mathematics, Derivatives and Structured Products

Financial Mathematics, Derivatives and Structured Products
  • Author : Raymond H. Chan,Yves ZY. Guo,Spike T. Lee,Xun Li
  • Publisher : Springer
  • Release : 27 February 2019
GET THIS BOOKFinancial Mathematics, Derivatives and Structured Products

This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different

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Encyclopedia of Organizational Knowledge, Administration, and Technology

Encyclopedia of Organizational Knowledge, Administration, and Technology
  • Author : Khosrow-Pour D.B.A., Mehdi
  • Publisher : IGI Global
  • Release : 29 September 2020
GET THIS BOOKEncyclopedia of Organizational Knowledge, Administration, and Technology

For any organization to be successful, it must operate in such a manner that knowledge and information, human resources, and technology are continually taken into consideration and managed effectively. Business concepts are always present regardless of the field or industry – in education, government, healthcare, not-for-profit, engineering, hospitality/tourism, among others. Maintaining organizational awareness and a strategic frame of mind is critical to meeting goals, gaining competitive advantage, and ultimately ensuring sustainability. The Encyclopedia of Organizational Knowledge, Administration, and Technology is

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Introduction to the Economics and Mathematics of Financial Markets

Introduction to the Economics and Mathematics of Financial Markets
  • Author : Jaksa Cvitanic,Fernando Zapatero
  • Publisher : MIT Press
  • Release : 27 February 2004
GET THIS BOOKIntroduction to the Economics and Mathematics of Financial Markets

An innovative textbook for use in advanced undergraduate and graduate courses; accessible to students in financial mathematics, financial engineering and economics. Introduction to the Economics and Mathematics of Financial Markets fills the longstanding need for an accessible yet serious textbook treatment of financial economics. The book provides a rigorous overview of the subject, while its flexible presentation makes it suitable for use with different levels of undergraduate and graduate students. Each chapter presents mathematical models of financial problems at three

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An Introduction to Financial Option Valuation

An Introduction to Financial Option Valuation
  • Author : Desmond J. Higham
  • Publisher : Cambridge University Press
  • Release : 15 April 2004
GET THIS BOOKAn Introduction to Financial Option Valuation

This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory. Some chapters have their

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Risk and Financial Management

Risk and Financial Management
  • Author : Charles S. Tapiero
  • Publisher : John Wiley & Sons
  • Release : 16 July 2004
GET THIS BOOKRisk and Financial Management

Financial risk management has become a popular practice amongst financial institutions to protect against the adverse effects of uncertainty caused by fluctuations in interest rates, exchange rates, commodity prices, and equity prices. New financial instruments and mathematical techniques are continuously developed and introduced in financial practice. These techniques are being used by an increasing number of firms, traders and financial risk managers across various industries. Risk and Financial Management: Mathematical and Computational Methods confronts the many issues and controversies, and

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Risk-neutral Valuation

Risk-neutral Valuation
  • Author : N. H. Bingham,Rüdiger Kiesel
  • Publisher : Springer Verlag
  • Release : 27 May 1998
GET THIS BOOKRisk-neutral Valuation

With a simple approach accessible to a wide audience, this book aims for the heart of mathematical finance: the fundamental formula of arbitrage pricing theory. This method of pricing discounts everything and takes expected values under the equivalent martingale measure. The authors approach is simple and excludes unnecessary proofs of measure-theoretic probability, instead, it favors techniques and examples of proven interest to financial practitioners.

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