000			01669nam a22002297a 4500
005			20240207180517.0
008			240207b |||||||| |||| 00| 0 eng d
020			_a9781032359854
082			_a519 _bWIC
100			_aWickerhauser, Mladen Victor _914065
245			_aIntroducing financial mathematics: _btheory, binomial models, and applications
260			_bCRC Press _aNew York _c2023
300			_ax, 292 p.
365			_aGBP _b74.99
500			_aBasics Continuous Models Discrete Models Exotic Options Forwards and Futures Dividends and Interest Implied Volatility Fundamental Theorems Project Suggestions Answers and Index
520			_aIntroducing Financial Mathematics: Theory, Binomial Models, and Applications seeks to replace existing books with a rigorous stand-alone text that covers fewer examples in greater detail with more proofs. The book uses the fundamental theorem of asset pricing as an introduction to linear algebra and convex analysis. It also provides example computer programs, mainly Octave/MATLAB functions but also spreadsheets and Macsyma scripts, with which students may experiment on real data.The text's unique coverage is in its contemporary combination of discrete and continuous models to compute implied volatility and fit models to market data. The goal is to bridge the large gaps among nonmathematical finance texts, purely theoretical economics texts, and specific software-focused engineering texts.
650			_aBusiness mathematics _915355
650			_aFinancial derivatives _915356
650			_aPortfolio management _913233
650			_aDerivatives modeling _915357
942			_cBK _2ddc
999			_c5798 _d5798