An introduction to mathematical finance with applications : understanding and building financial intuition / Arlie O. Petters, Xiaoying Dong
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| Autore: |
Petters, Arlie O.
|
| Titolo: |
An introduction to mathematical finance with applications : understanding and building financial intuition / Arlie O. Petters, Xiaoying Dong
|
| Pubblicazione: | Cham, : Springer, 2016 |
| Titolo uniforme: | An introduction to mathematical finance with applications |
| Descrizione fisica: | XVII, 483 p. : ill. ; 24 cm |
| Soggetto topico: | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato: | APRAPY |
| Annuity theory | |
| Application annuity | |
| BSM model | |
| Bid-ask spreads | |
| Black-Scholes-Merton model | |
| Brownian motion model | |
| Capital market theory | |
| European option pricing | |
| Forwards | |
| Futures | |
| Market liquidity | |
| Markowitz portfolio theory | |
| Modeling derivatives | |
| Security price behavior | |
| Sharpe ratio | |
| Sortino ratio | |
| Stochastic Calculus | |
| Altri autori: |
Dong, Xiaoying
|
| Titolo autorizzato: | Introduction to mathematical finance with applications |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0114406 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://dx.doi.org/10.1007/978-1-4939-3783-7 |
| Opac: | Controlla la disponibilità qui |
Serie:
Springer undergraduate texts in mathematics and technology Berlin [etc.] . -Springer