Methods of Financial Mathematics
Derivative pricing
(Sprache: Englisch)
Determining rational prices of financial derivatives is of a key importancein Financial Mathematics. Currently, the demand from financial institutionsfor qualified mathematicians is substantial and also there is an increasingneed for professional training...
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Determining rational prices of financial derivatives is of a key importancein Financial Mathematics. Currently, the demand from financial institutionsfor qualified mathematicians is substantial and also there is an increasingneed for professional training of existing staff. This book presents studentand practitioners orientated introduction into this rapidly growing area.Our objective is to introduce the key principles of Financial Mathematics ina clear way. We explain everything that is not contained in the earlyCalculus and Probability courses. Building on this background, theBlack-Scholes pricing formula and more advanced Levy driven models aredeveloped in details. This leads to practical formulas to determineno-arbitrage option prices.
Autoren-Porträt von Alexander Kushpel
Kushpel, AlexanderAlexander Kushpel obtained PhD (1984) and Doctor of Sciences (1992) degrees from the Institute of Mathematics, National academy of Sciences of Ukraine, USSR, Livre-Docente (2009) Brazil and PhD in Financial Mathematics (2015) from the University of Leicester, England. Main interests are Optimal Approximation, Stochastic Processes, Geometry.
Bibliographische Angaben
- Autor: Alexander Kushpel
- 2020, 208 Seiten, Maße: 22 cm, Kartoniert (TB), Englisch
- Verlag: LAP Lambert Academic Publishing
- ISBN-10: 6202518499
- ISBN-13: 9786202518499
Sprache:
Englisch
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