Preface.- 1. Preliminaries and Financial Markets.- 2. The Time Value of Money.- 3. Markowitz Portfolio Theory.- 4. Capital Market Theory and Portfolio Risk Measures.- 5. Binomial Trees and Security Pricing Modeling.- 6. Stochastic Calculus and Geometric Brownian Motion Model.- 7. Derivatives: Forwards, Futures, Swaps and Options.- 8. The BSM Model and European Option Pricing.- Index.
Arlie Oswald Petters is a Professor of Mathematics, Physics,
and Business Administration at Duke University. Petters is also
co-author of Birkhauser's Singularity Theory and Gravitational
Lensing.
Xiaoying Dong is an Adjunct Assistant Professor of
Mathematics at Duke University and has been a professional trader
for over 20 years.
“The book is thick with rich with applications and solid
justifications of all concepts. … If you are a financial
mathematics instructor, this book is for you. It progresses through
easier topics to more advanced topics very well and is practical,
meaningful, and more importantly, relevant to the 21st century
financial student. … can be used as the one standard book for your
class but can also be a springboard to research projects with your
more advanced and curious students.” (Peter T. Olszewski, MAA
Reviews, August, 2017)“This self-contained book is well organized
and covers a broad range of classical topics of financial
mathematics. A rich source of examples and exercises, the book is
an ideal textbook for both undergraduate and graduate students that
are interested in mathematical models in finance. The book can also
be used for mathematically trained students and individuals in
actuarial science to prepare for professional exams.” (Zhuo Jin,
Mathematical Reviews, May, 2017)
“The book is an undergraduate textbook in mathematical finance with
applications. … The textbook is aimed at advanced undergraduates,
and also at master's degree students who want a more rigorous
treatment of the mathematical models in finance. This text will be
a very good textbook for a year-long course on introductory
mathematical finance.” (Anatoliy Swishchuk, zbMATH 1348.91002,
2016)
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