An elementary introduction to mathematical finance
Material type:
Computer fileOriginal language: English Publisher: New York ; Cambridge University Press ; 2011Edition: 3a edDescription: 305 pISBN: 978-0-521-19253-8Subject(s): Inversiones | Análisis estocástico | Modelos matemáticos | Opciones | Precios | ValoresLOC classification: HG/4515.3/R67/2011
Contents:
Contiene: 1. Probability.- 2. Normal Random variables.- 3. Brownian motion and geometric brownian motion.- 4. Interest rates and present value analysis.- 5. Pricing contracts via Arbitrage.- 6. The arbitrage therorem.- 7. The black - scholes formula.- 8. Additional results on options.- 9. Valuing expected utility.- 10. Stochastic order relations.- 11. Optimization models.- 12. Stochastic dynamic programming.- 13. Exotic options.- 14. Beyond geometric brownian motion models.- 15. Autoregresive models and mean reversion.
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Contiene: 1. Probability.- 2. Normal Random variables.- 3. Brownian motion and geometric brownian motion.- 4. Interest rates and present value analysis.- 5. Pricing contracts via Arbitrage.- 6. The arbitrage therorem.- 7. The black - scholes formula.- 8. Additional results on options.- 9. Valuing expected utility.- 10. Stochastic order relations.- 11. Optimization models.- 12. Stochastic dynamic programming.- 13. Exotic options.- 14. Beyond geometric brownian motion models.- 15. Autoregresive models and mean reversion.
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