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dc.contributor.authorKnopf, Peter M.en_US
dc.contributor.authorTeall, John L.en_US
dc.date.accessioned2016-07-06T01:17:51Z
dc.date.available2016-07-06T01:17:51Z
dc.date.issued2015en_US
dc.identifier.isbn978-0-12-801534-6en_US
dc.identifier.isbn9780128017272en_US
dc.identifier.otherHPU2160298en_US
dc.identifier.urihttps://lib.hpu.edu.vn/handle/123456789/22049
dc.description.abstractRisk 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 techniquesEmphasizes introductory financial engineering, financial modeling, and financial mathematicsSuited for corporate training programs and professional association certification programs.en_US
dc.format.extent338 p.en_US
dc.format.mimetypeapplication/pdf
dc.language.isoenen_US
dc.publisherAcademic Pressen_US
dc.subjectFinancial mathematicsen_US
dc.subjectFinancialen_US
dc.subjectPricingen_US
dc.titleRisk neutral pricing and financial mathematics : a primer en_US
dc.typeBooken_US
dc.size5.55 MBen_US
dc.departmentEnglish resourcesen_US


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