Risk neutral pricing and financial mathematics a primer
Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, in...
| Otros Autores: | , |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Amsterdam, [Netherlands] :
Academic Press
2015.
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| Edición: | 1st edition |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629587506719 |
Tabla de Contenidos:
- ""Front Cover""; ""Risk Neutral Pricing and Financial Mathematics""; ""Copyright Page""; ""Dedication""; ""Contents""; ""About the Authors""; ""Preface""; ""1 Preliminaries and Review""; ""1.1 Financial Models""; ""1.2 Financial Securities and Instruments""; ""1.3 Review of Matrices and Matrix Arithmetic""; ""1.3.1 Matrix Arithmetic""; ""1.3.1.1 Matrix Arithmetic Properties""; ""1.3.1.2 The Inverse Matrix""; ""Illustration: The Gauss�Jordan Method""; ""Illustration: Solving Systems of Equations""; ""1.3.2 Vector Spaces, Spanning, and Linear Dependence""
- ""1.3.2.1 Linear Dependence and Linear Independence""""Illustrations: Linear Dependence and Independence""; ""1.3.2.2 Spanning the Vector Space and the Basis""; ""Illustration: Spanning the Vector Space and the Basis""; ""1.4 Review of Differential Calculus""; ""1.4.1 Essential Rules for Calculating Derivatives""; ""1.4.1.1 The Power Rule""; ""1.4.1.2 The Sum Rule""; ""1.4.1.3 The Chain Rule""; ""1.4.1.4 Product and Quotient Rules""; ""1.4.1.5 Exponential and Log Function Rules""; ""1.4.2 The Differential""; ""Illustration: The Differential and the Error""; ""1.4.3 Partial Derivatives""
- ""1.4.3.1 The Chain Rule for Two Independent Variables""""1.4.4 Taylor Polynomials and Expansions""; ""1.4.5 Optimization and the Method of Lagrange Multipliers""; ""Illustration: Lagrange Optimization""; ""1.5 Review of Integral Calculus""; ""1.5.1 Antiderivatives""; ""1.5.2 Definite Integrals""; ""1.5.2.1 Reimann Sums""; ""1.5.3 Change of Variables Technique to Evaluate Integrals""; ""Illustration: Change of Variables Technique for the Indefinite Integral""; ""1.5.3.1 Change of Variables Technique for the Definite Integral""; ""1.6 Exercises""; ""Notes""; ""2 Probability and Risk""
- ""2.1 Uncertainty in Finance""""2.2 Sets and Measures""; ""2.2.1 Sets""; ""Illustration: Toss of Two Dice""; ""2.2.1.1 Finite, Countable, and Uncountable Sets""; ""2.2.2 Measurable Spaces and Measures""; ""2.3 Probability Spaces""; ""2.3.1 Physical and Risk-Neutral Probabilities""; ""Illustration: Probability Space""; ""2.3.2 Random Variables""; ""Illustration: Discrete Random Variables""; ""2.4 Statistics and Metrics""; ""2.4.1 Metrics in Discrete Spaces""; ""2.4.1.1 Expected Value, Variance, and Standard Deviation""; ""Illustration""; ""2.4.1.2 Co-movement Statistics""
- ""2.4.2 Metrics in Continuous Spaces""""Illustration: Distributions in a Continuous Space""; ""2.4.2.1 Expected Value and Variance""; ""2.5 Conditional Probability""; ""Illustration: Drawing a Spade""; ""2.5.1 Bayes Theorem""; ""Illustration: Detecting Illegal Insider Trading""; ""2.5.2 Independent Random Variables""; ""Illustration""; ""2.5.2.1 Multiple Random Variables""; ""2.6 Distributions and Probability Density Functions""; ""2.6.1 The Binomial Random Variable""; ""Illustration: Coin Tossing""; ""Illustration: DK Trades""; ""2.6.2 The Uniform Random Variable""
- ""Illustration: Uniform Random Variable""
