# An Introduction to the Mathematics of Finance

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- Author : Stephen Garrett
- Publisher : Butterworth-Heinemann
- Release : 28 May 2013
- ISBN : 9780080982755
- Page : 464 pages
- Rating : 4.5/5 from 103 voters

## Download An Introduction to the Mathematics of Finance in PDF, Epub and Kindle

An Introduction to the Mathematics of Finance: A Deterministic Approach, 2e, offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of contents with the CT1 exam and includes sample questions from past exams of both The Actuarial Profession and the CFA Institute. With a wealth of solved problems and interesting applications, An Introduction to the Mathematics of Finance stands alone in its ability to address the needs of its primary target audience, the actuarial student. Closely follows the syllabus for the CT1 exam of The Institute and Faculty of Actuaries Features new content and more examples Online supplements available: http://booksite.elsevier.com/9780080982403/ Includes past exam questions from The Institute and Faculty of Actuaries and the CFA Institute

### An Introduction to the Mathematics of Finance

- Author : Stephen Garrett
- Publisher : Butterworth-Heinemann
- Release Date : 2013-05-28
- ISBN : 9780080982755

An Introduction to the Mathematics of Finance: A Deterministic Approach, 2e, offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of contents with the CT1 exam and includes sample questions from past exams of both The Actuarial Profession and the CFA Institute. With a wealth of solved

### An Introduction to the Mathematics of Financial Derivatives

- Author : Salih N. Neftci
- Publisher : Academic Press
- Release Date : 2000-05-19
- ISBN : 9780125153928

This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. The increase of interest in dynamic pricing models stems from their applicability to practical situations: with the freeing of exchange, interest rates, and capital controls, the market for derivative products has matured and pricing models have become more accurate. Professor Neftci's book answers the need for a resource targeting professionals, Ph.D. students, and advanced MBA students who are specifically interested in these

### Mathematics for Finance

- Author : Marek Capinski,Tomasz Zastawniak
- Publisher : Springer
- Release Date : 2006-04-18
- ISBN : 9781852338466

This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this

### An Introduction to the Mathematics of Finance

- Author : John J. McCutcheon,William F. Scott
- Publisher : Unknown
- Release Date : 1989-01-01
- ISBN : 0750600926

There is a concise but thorough treatment of the basic compound interest functions, nominal rate of interest, and the yield (or internal rate of return) and there are many examples on discounted cash flow. Also discussed are applications of the theory to capital redemption policies (with allowance for income tax, capital gains tax and index-linking), and consumer credit calculations. The final chapter provides a simple introduction to stochastic interest rate models.

### Introduction to the Mathematics of Finance

- Author : Steven Roman
- Publisher : Springer Science & Business Media
- Release Date : 2013-12-01
- ISBN : 9781441990051

An elementary introduction to probability and mathematical finance including a chapter on the Capital Asset Pricing Model (CAPM), a topic that is very popular among practitioners and economists. Dr. Roman has authored 32 books, including a number of books on mathematics, such as Coding and Information Theory, Advanced Linear Algebra, and Field Theory, published by Springer-Verlag.

### An Introduction to Mathematical Finance with Applications

- Author : Arlie O. Petters,Xiaoying Dong
- Publisher : Springer
- Release Date : 2016-06-17
- ISBN : 9781493937837

This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic models, including those that may become proprietary. Numerous carefully chosen examples and exercises reinforce the student’s conceptual understanding and facility with applications. The exercises are divided into conceptual, application-based,

### An Elementary Introduction to Mathematical Finance

- Author : Sheldon M. Ross
- Publisher : Cambridge University Press
- Release Date : 2011-02-28
- ISBN : 9781139498036

This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion

### Introduction to Financial Mathematics

- Author : Donald R. Chambers,Qin Lu
- Publisher : CRC Press
- Release Date : 2021-06-17
- ISBN : 9781000370126

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

### Mathematics of Finance

- Author : Donald G. Saari
- Publisher : Springer Nature
- Release Date : 2019-08-31
- ISBN : 9783030254438

This textbook invites the reader to develop a holistic grounding in mathematical finance, where concepts and intuition play as important a role as powerful mathematical tools. Financial interactions are characterized by a vast amount of data and uncertainty; navigating the inherent dangers and hidden opportunities requires a keen understanding of what techniques to apply and when. By exploring the conceptual foundations of options pricing, the author equips readers to choose their tools with a critical eye and adapt to emerging

### Introduction to the Economics and Mathematics of Financial Markets

- Author : Jaksa Cvitanic,Fernando Zapatero
- Publisher : MIT Press
- Release Date : 2004-02-27
- ISBN : 0262033208

An innovative textbook for use in advanced undergraduate and graduate courses; accessible to students in financial mathematics, financial engineering and economics. Introduction to the Economics and Mathematics of Financial Markets fills the longstanding need for an accessible yet serious textbook treatment of financial economics. The book provides a rigorous overview of the subject, while its flexible presentation makes it suitable for use with different levels of undergraduate and graduate students. Each chapter presents mathematical models of financial problems at three

### An Undergraduate Introduction to Financial Mathematics , Third Edition

- Author : J Robert Buchanan
- Publisher : World Scientific Publishing Company
- Release Date : 2012-07-13
- ISBN : 9789814407465

This textbook provides an introduction to financial mathematics and financial engineering for undergraduate students who have completed a three- or four-semester sequence of calculus courses. It introduces the theory of interest, discrete and continuous random variables and probability, stochastic processes, linear programming, the Fundamental Theorem of Finance, option pricing, hedging, and portfolio optimization. This third edition expands on the second by including a new chapter on the extensions of the Black-Scholes model of option pricing and a greater number of

### Introduction to Quantitative Finance

- Author : Robert R. Reitano
- Publisher : MIT Press
- Release Date : 2010-01-29
- ISBN : 9780262013697

An introduction to many mathematical topics applicable to quantitative finance that teaches how to “think in mathematics” rather than simply do mathematics by rote. This text offers an accessible yet rigorous development of many of the fields of mathematics necessary for success in investment and quantitative finance, covering topics applicable to portfolio theory, investment banking, option pricing, investment, and insurance risk management. The approach emphasizes the mathematical framework provided by each mathematical discipline, and the application of each framework to

### Understanding the Mathematics of Personal Finance

- Author : Lawrence N. Dworsky
- Publisher : John Wiley & Sons
- Release Date : 2009-09-22
- ISBN : 0470538384

A user-friendly presentation of the essential concepts and tools for calculating real costs and profits in personal finance Understanding the Mathematics of Personal Finance explains how mathematics, a simple calculator, and basic computer spreadsheets can be used to break down and understand even the most complex loan structures. In an easy-to-follow style, the book clearly explains the workings of basic financial calculations, captures the concepts behind loans and interest in a step-by-step manner, and details how these steps can be

### The Mathematics of Financial Derivatives

- Author : Paul Wilmott,Wilmott-Howison-Dewynne ...,Susan Howson,Sam Howison,Jeff Dewynne
- Publisher : Cambridge University Press
- Release Date : 1995-09-29
- ISBN : 0521497892

Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.

### An Introduction to the Mathematics of Finance

- Author : John J. McCutcheon,William F. Scott
- Publisher : Umi Pub
- Release Date : 1986-01-01
- ISBN : 0750603887

In today's money markets interest rates are all-important. This book, which is intended as a successor to D.W.A Donald's Compound Interest and Annuities-certain, develops the classical theory of compound interest (in which the force of interest is constant) as a special case of a more general model. There is a concise but thorough treatment of the basic compound interest functions, nominal rate of interest, and the yield (or internal rate of return) and there are many examples on