Introducing Financial Mathematics: Theory, Binomial Models, and Applications

ISBN-13: 9781032359854 / Angielski / Twarda / 2022 / 320 str.

Mladen Victor Wickerhauser

Opis

This book seeks to replace existing books with a more rigorous stand-alone text that covers fewer examples but with more proofs, and also provides example computer programs, mainly in Octave/MATLAB but also as spreadsheets and Macsyma scripts, with which students may experiment on real data.

Spis treści

Preface 1. Basics 2. Continuous Models 3. Discrete Models 4. Exotic Models 5. Forwards and Futures 6. Dividends and Interest 7. Implied Volatility 8. Fundamental Theorems Project Suggestions Answers and Index

O autorze

Mladen Victor Wickerhauser is professor of mathematics and statistics at Washington University, St. Louis. He holds a PhD from Yale University. ​Professor Wickerhauser’s research interests include harmonic analysis, wavelets, and numerical algorithms for data compression. He has six US patents and 118 publications, one of which led to an algorithm used by the FBI to encode fingerprint images.