Title
Introduction to Financial Mathematics Concepts and Computational Methods
Files
Download Full Text
Contributors
Arash Fahim - Author
Copyright Year
2019
Description
Introduction to Financial Mathematics: Concepts and Computational Methods serves as a primer in financial mathematics with a focus on conceptual understanding of models and problem solving. It includes the mathematical background needed for risk management/ such as probability theory/ optimization/ and the like. The goal of the book is to expose the reader to a wide range of basic problems/ some of which emphasize analytic ability/ some requiring programming techniques and others focusing on statistical data analysis. In addition/ it covers some areas which are outside the scope of mainstream financial mathematics textbooks. For example/ it presents marginal account setting by the CCP and systemic risk/ and a brief overview of the model risk. Inline exercises and examples are included to help students prepare for exams on this book.
Subject 1
Mathematics - Pure
Publisher
Florida State University
Resources
Open Textbook Library
License
Attribution-NonCommercial-ShareAlike
Recommended Citation
"Introduction to Financial Mathematics Concepts and Computational Methods" (2021). Open Textbooks. 643.
https://mds.marshall.edu/oa-textbooks/643
