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Introduction to the economics and mathematics of financial markets

レコード種別:	コンピュータ・メディア : 単行資料
タイトル / 著者:	Introduction to the economics and mathematics of financial markets/ Jak廥a Cvitani歊 and Fernando Zapatero.
著者:	Cvitani歊, Jak廥a.
其他作者:	Zapatero, Fernando.
出版者:	Cambridge, Mass. :MIT Press,�004.
面頁冊數:	1 online resource (xxi, 494 pages)
標題:	Finance - Textbooks. - Mathematical models -
電子資源:	Click here for online access to this book (查閱全文) (EBSCO eBook)
ISBN:	9780262271066 (electronic bk.)
ISBN:	0262271060 (electronic bk.)
ISBN:	1417502231 (electronic bk.)
ISBN:	9781417502233 (electronic bk.)
ISBN:	0262532654
ISBN:	9780262532655
ISBN:	0262033208 (U.S.)
ISBN:	9780262033206 (U.S.)

Introduction to the economics and mathematics of financial markets
Cvitani歊, Jak廥a.

Introduction to the economics and mathematics of financial markets[electronic resource] /Jak廥a Cvitani歊 and Fernando Zapatero. - Cambridge, Mass. :MIT Press,�004. - 1 online resource (xxi, 494 pages)

Includes bibliographical references (pages 479-485) and index.

Annotation Introduction to the Economics and Mathematics of Financial Marketsfills the longstanding need for an accessible yet serious textbook treatment of financial economics. The book provides a rigorous overview of the subject, while its flexible presentation makes it suitable for use with different levels of undergraduate and graduate students. Each chapter presents mathematical models of financial problems at three different degrees of sophistication: single-period, multi-period, and continuous-time. The single-period and multi-period models require only basic calculus and an introductory probability/statistics course, while an advanced undergraduate course in probability is helpful in understanding the continuous-time models. In this way, the material is given complete coverage at different levels; the less advanced student can stop before the more sophisticated mathematics and still be able to grasp the general principles of financial economics. The book is divided into three parts. The first part provides an introduction to basic securities and financial market organization, the concept of interest rates, the main mathematical models, and quantitative ways to measure risks and rewards. The second part treats option pricing and hedging; here and throughout the book, the authors emphasize the Martingale or probabilistic approach. Finally, the third part examines equilibrium models & mdash;a subject often neglected by other texts in financial mathematics, but included here because of the qualitative insight it offers into the behavior of market participants and pricing.

ISBN: 9780262271066 (electronic bk.)Subjects--Topical Terms:

1000064071
Finance
--Mathematical models--Textbooks.Index Terms--Genre/Form:

172687
Electronic books.

LC Class. No.: HG106 / .C86 2004eb

Dewey Class. No.: 332.632/01/5195

Introduction to the economics and mathematics of financial markets
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