Roger P. Probability for Finance

формат pdf
размер 4.25 МБ
добавлен 06 февраля 2011 г.

BookBoon, 2010. - 115 pages.

Lecture Notes from the Srasbourg Business School.

This book is intented to be a technical support for students in finance. It is the reason why it is entitled "Probability for finance". Our purpose is to provide the essentials tools of probability theory useful to understand financial models. Consequently, almost all the examples illustrating probability results are taken from the fields of economics and finance. It means that we assume readers have elementary knowledge in finance and microeconomics, but also in elementary linear algebra and analysis.

Похожие разделы

Смотрите также

Сapinski M., Zastawniak T. Mathematics for Finance: An Introduction to Financial Engineering

формат pdf
размер 6.5 МБ
добавлен 16 февраля 2011 г.

Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes’ arbitrage pricing of options and other derivative securities; Markowitz portfolio optimization theory and the Capital Asset Pricing Model; and interest...

Bank P., Baudoin F., Paris-Princeton Lectures on Mathematical Finance

формат pdf
размер 860.48 КБ
добавлен 26 февраля 2011 г.

Paris-Princeton Lectures on Mathematical Finance (Springer, 2004)(ISBN 3540229531) The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arise...

Bass R. The Basics of Financial Mathematics

формат pdf
размер 486.26 КБ
добавлен 24 августа 2010 г.

Department of Mathematics University of Connecticut, 2003. These are lecture notes on mathematical finance. Mathematical finance is not about predicting the price of a stock. What it is about is figuring out the price of options and derivatives. The sections of these notes can be grouped into five categories: elementary probability, the binomial asset pricing model, advanced probability, the continuous model, and term structure models.

Biehler T.J. The Mathematics of Money: Math for Business and Personal Finance Decisions

формат pdf
размер 8.1 МБ
добавлен 24 июля 2011 г.

McGraw-Hill/Irwin, 2007. - 690 pages. The Mathematics of Money: Math for Business and Personal Finance covers all the traditional topics of the business math course, but with a more algebraic focus than many of the texts currently on the market. The text develops a solid understanding of percent and interest early, then applies that foundation to other applications in business and personal finance. While it is appropriate for students of all lev...

Cerny A. Mathematical Techniques in Finance: Tools for Incomplete Markets

формат pdf
размер 2.44 МБ
добавлен 12 ноября 2011 г.

Princeton University Press, 2009. - 416 pages. Second Edition Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and...

Hansen M. Master Math: Business and Personal Finance Math

формат pdf
размер 1.67 МБ
добавлен 26 сентября 2011 г.

Course Technology PTR, 2011. - 304 page. "Master Math: Business and Personal Finance Math" is a comprehensive reference guide that explains and clarifies the principles of business and personal finance math in a simple, easy-to-follow style and format. Beginning with the most fundamental topics and progressing through to the more advanced, this book helps clarify the mathematics of personal finance and business using step-by step procedures and...

Joshi M.S. The Concepts of Mathematical Finance

формат pdf
размер 2.3 МБ
добавлен 12 апреля 2011 г.

M.S. Joshi, 2008. - 538 pages. An ideal introduction for those starting out as practitioners of mathematical finance, this book provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. Strengths and weaknesses of different models, e.g. Black-Scholes, stochastic volatility, jump-diffusion and variance gamma, are examined. Both the theory and the implemen...

Ross M.R. An Elementary Introduction to Mathematical Finance

формат pdf
размер 1.36 МБ
добавлен 06 августа 2011 г.

Cambridge University Press, 2011. - 328 pages. 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 portf...

Sondermann Dieter. Introduction to Stochastic Calculus for Finance

формат pdf
размер 788.8 КБ
добавлен 08 февраля 2010 г.

The notes are based on courses offered regularly to graduate students in economics and mathematics at the University of Bonn choosing financial economics as special topic. To students interested in finance the course opens a quick (but by no means dirty) road to the tools required for advanced finance. One can start the course with what they know about real analysis (e.g. Taylor’s Theorem) and basic probability theory as usually taught in undergr...

The Economist Newspaper. Numbers Guide: Essentials of Business Numeracy

формат pdf
размер 2.8 МБ
добавлен 12 июня 2011 г.

Profile Books, 2003. - 260 pages. The Numbers Guide, now in its fifth edition, is aimed at managers who have budgetary, planning or forecasting responsibilities and is invaluable for everyone who wants to be competent, and able to communicate effectively, with numbers. There are chapters on Key Concepts * Finance and investment * Measures for interpretation and analysis Forecasting techniques * Sampling and hypothesis testing Incorporating j...