Introduction to Financial Mathematics Concepts and Computational Methods

Introduction to Financial Mathematics: Concepts and Computational Methods serves as a primer in financial mathematics with a focus on conceptual understanding of models and problem solving. It includes the mathematical background needed for risk management, such as probability theory, optimization,...

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Bibliographic Details
Main Author: Fahim, Arash (Author)
Format: Electronic eBook
Language:English
Published: Department of Mathematics, Florida State University [2019]
Series:Open textbook library.
Subjects:
Online Access:Access online version
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Table of Contents:
  • 1 Preliminaries of finance and risk managemetn
  • 2 Modeling financial assets in discrete-time markets
  • 3 Modelling financial asserts in cotinuous-time
  • 4 American options