Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real-world' mathematics. In this book the authors describe the modelling...(展开全部)

This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. The increase of interest in dynamic pricing models stems from their applicability to practical situations: with the freeing of exchange, interest rates, and capital controls, the market for derivative products has matured and pricing models have bec...(展开全部)

This second edition of Mathematical Models of Financial Derivatives, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. It presents a self-contained tre...(展开全部)

Financial Mathematics is one of the fastest growing research fields in applied mathematics. Leading edge banking and financial firms around the globe are hiring science experts who can use advanced analytical and numerical techniques to price financial derivatives and manage portfolio risks, a phenomena coined as "Rocket Sciences on Wall Street". As such, new degree programs in...(展开全部)

Mathematics is a fundamental human activity that can be practised and understood in a multitude of ways; indeed, mathematical ideas themselves are far from being fixed, but are adapted and changed by their passage across periods and cultures. In this Very Short Introduction, Jacqueline Stedall explores the rich historical and cultural diversity of mathematical endeavour from th...(展开全部)

The aim of this book is to explain, carefully but not technically, the differences between advanced, research-level mathematics, and the sort of mathematics we learn at school. The most fundamental differences are philosophical, and readers of this book will emerge with a clearer understanding of paradoxical-sounding concepts such as infinity, curved space, and imaginary number...(展开全部)

Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes arbitrage pricing of options and other derivative securities; Markowitz portfolio o...(展开全部)