Mathematical Techniques in Finance: An Introduction (Paperback)

Amir Sadr

  • 出版商: Wiley
  • 出版日期: 2022-05-10
  • 定價: $1,700
  • 售價: 9.8$1,666
  • 語言: 繁體中文
  • 頁數: 264
  • ISBN: 1119838401
  • ISBN-13: 9781119838401
  • 下單後立即進貨 (約5~7天)

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Description
Explore the foundations of modern finance with this intuitive mathematical guide

In Mathematical Techniques in Finance: An Introduction, distinguished finance professional Amir Sadr delivers an essential and practical guide to the mathematical foundations of various areas of finance, including corporate finance, investments, risk management, and more.

Readers will discover a wealth of accessible information that reveals the underpinnings of business and finance. You’ll learn about:

  • Investment theory, including utility theory, mean-variance theory and asset allocation, and the Capital Asset Pricing Model
  • Derivatives, including forwards, options, the random walk, and Brownian Motion
  • Interest rate curves, including yield curves, interest rate swap curves, and interest rate derivatives

Complete with math reviews, useful Excel functions, and a glossary of financial terms, Mathematical Techniques in Finance: An Introduction is required reading for students and professionals in finance.

目錄大綱

Table of Contents
1 Finance
2 Rates, Yields, Bond Math
3 Investment Theory
4 Forwards and Futures
5 Risk Neutral Valuation
6 Option Pricing
7 Interest Rate Derivatives

A Math and Probability Review
B Useful Excel Functions