Financial Mathematics An Introduction
| Author/creator | Chandra, Suresh Author |
| Other author | Dharmaraja, S. Author |
| Other author | Mehra, Aparna Author |
| Other author | Khemchandani, Reshma Author |
| Format | Electronic |
| Publication Info | Oxford : Alpha Science International, Limited San Rafael : STM Book Distribution [Distributor] |
| Description | 516 p. ill |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Summary | Annotation FINANCIAL MATHEMATICS: An Introduction attempts to provide an introductory text on Financial Mathematics to cater to the needs of students at various universities/ institutes in India and abroad. Apart from presenting two Nobel Prize winning theories of Black, Scholes and Merton for option pricing and Mean-Variance approach of Markowitz for portfolio optimization, the text also includes now standard topics of interest rate and interest rate derivatives. Certain interesting and useful topics e.g., Optimal Trading Strategies, Credit Scoring Models and Portfolio Credit Risk Management, which are normally not covered in a text of this kind, are also included here. A significant portion of the book is devoted to the study of Stochastics of Finance which is very much needed to understand basic concepts related to pricing of derivatives. A special care is taken to evolve a balanced approach between "precise mathematical presentation" and "economic/physical interpretations." A distinctive feature of the book is also to provide applications of MATLAB Financial Toolbox for class room teaching. KEY FEATURES: * A simple class room teaching style of presentation which attempts to provide an optimal trade-off between "precise mathematical presentation" and "economic/physical interpretations." * Numerous small illustrative examples throughout the book with end chapter exercises for practice. * Inclusion of certain special topics in Finance, e.g., Optimal Trading Strategies, Credit Scoring Models, and Portfolio Credit Risk Management. * A section on Summary and Additional Notes to provide a glimpse of current research scenario. * Finance related MATLAB programming and applications of Financial Toolbox. * Glossary of commonly used financial terms * Suitable as a text for M.Sc (Financial Mathematics/ Financial Engineering), M.Sc (Mathematics/ Statistics/ Operations Research), B.Tech/B.E., B.Sc (Hons.), and M.B.A students. Also suitable as reference book for re |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9781842656549 |
| ISBN | 1842656546 (Trade Cloth) Active Record |
| Stock number | 00811581 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |