Notice bibliographique
- Notice
Type(s) de contenu et mode(s) de consultation : Texte noté : sans médiation
Auteur(s) : Chambers, Donald R.
Lu, Qin (1967-....)
Titre(s) : Introduction to financial mathematics [Texte imprimé] : with computer applications / Donald R. Chambers,... Qin Lu,...
Publication : Boca Raton (Fla.) : CRC press, copyright 2021
Description matérielle : 1 vol. (XXIII-555 p.) ; 24 cm
Collection : Textbooks in mathematics
Lien à la collection : Textbooks in mathematics
Note(s) : Notes bibliogr. Index
"This book's primary objective is to educate aspiring finance professionals about
mathematics and computation in the context of financial derivatives. The authors offer
a balance of traditional coverage and technology to fill the void between highly mathematical
books and broad finance books. The focus of this book is twofold: To partner mathematics
with corresponding intuition rather than diving so deeply into the mathematics that
the material is inaccessible to many readers. To build reader intuition, understanding
and confidence through three types of computer applications that help the reader understand
the mathematics of the models. Unlike many books on financial derivatives requiring
stochastic calculus, this book presents the fundamental theories based on only undergraduate
probability knowledge. A key feature of this book is its focus on applying models
in three programming languages -R, Mathematica and EXCEL. Each of the three approaches
offers unique advantages. The computer applications are carefully introduced and require
little prior programming background. The financial derivative models that are included
in this book are virtually identical to those covered in the top financial professional
certificate programs in finance. The overlap of financial models between these programs
and this book is broad and deep"
Sujet(s) : Mathématiques financières
Genre ou forme : Manuels d'enseignement supérieur
Indice(s) Dewey :
332.015 1 (23e éd.) = Économie financière - Principes mathématiques
Identifiants, prix et caractéristiques : ISBN 9780367410391. - ISBN 0367410397. - ISBN 9780367814427 (erroné). - ISBN 9781000370140
(erroné) (ePub ebook). - ISBN 9781000370126 (erroné) (PDF ebook)
Identifiant de la notice : ark:/12148/cb46865399v
Notice n° :
FRBNF46865399
(notice reprise d'un réservoir extérieur)
