An Introduction to Mathematical Finance with Applications

DOI10.1007/978-1-4939-3783-7zbMath1348.91002OpenAlexW4256121169MaRDI QIDQ2803373

Arlie O. Petters, Xiaoying Dong

Publication date: 4 May 2016

Published in: Springer Undergraduate Texts in Mathematics and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-3783-7

zbMATH Keywords

optionsforwardsstochastic calculusderivativesinterest ratesfinancial marketsfuturesgeometric Brownian motionswapsEuropean option pricingbinomial treesBlack-Scholes-Merton modelMarkowitz portfolio theorycapital market theoryportfolio risk measuresecurity pricing modelling

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)

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