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- Risk Neutral Pricing and Financial Mathematics

- Author : Peter M. Knopf
- Publsiher : Elsevier
- Release : 29 July 2015
- ISBN : 0128017279
- Pages : 348 pages
- Rating : 4/5 from 21 reviews

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Read or download book entitled Risk Neutral Pricing and Financial Mathematics written by Peter M. Knopf which was release on 29 July 2015, this book published by Elsevier. Available in PDF, EPUB and Kindle Format. Book excerpt: Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society). Includes more subjects than other books, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, term structure models, valuation, and hedging techniques Emphasizes introductory financial engineering, financial modeling, and financial mathematics Suited for corporate training programs and professional association certification programs

- Author : Peter M. Knopf,John L. Teall
- Publisher : Elsevier
- Release Date : 2015-07-29
- Total pages : 348
- ISBN : 0128017279

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**Summary :** Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, ...

- Author : Nicholas H. Bingham,Rudiger Kiesel
- Publisher : Springer Science & Business Media
- Release Date : 2013-06-29
- Total pages : 296
- ISBN : 0128017279

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**Summary :** With a simple approach accessible to a wide audience, this book aims for the heart of mathematical finance: the fundamental formula of arbitrage pricing theory. This method of pricing discounts everything and takes expected values under the equivalent martingale measure. The authors approach is simple and excludes unnecessary proofs of ...

- Author : Giuseppe Campolieti,Roman N. Makarov
- Publisher : CRC Press
- Release Date : 2014-03-12
- Total pages : 829
- ISBN : 0128017279

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**Summary :** Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authorsâ€™ teaching experiences, the book encompasses a breadth of topics, ...

- Author : Raymond H. Chan,Yves ZY. Guo,Spike T. Lee,Xun Li
- Publisher : Springer
- Release Date : 2019-02-27
- Total pages : 395
- ISBN : 0128017279

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**Summary :** This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks ...

- Author : Anonim
- Publisher : Unknown
- Release Date : 2021-05-13
- Total pages : 212
- ISBN : 0128017279

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**Summary :** Download or read online Exam Prep for Risk Neutral Pricing and Financial written by , published by which was released on . Get Exam Prep for Risk Neutral Pricing and Financial Books now! Available in PDF, ePub and Kindle....

- Author : Yue-Kuen Kwok
- Publisher : Springer Science & Business Media
- Release Date : 2008-07-10
- Total pages : 530
- ISBN : 0128017279

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**Summary :** This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis ...

- Author : Jamil Baz,George Chacko
- Publisher : Cambridge University Press
- Release Date : 2004-01-12
- Total pages : 338
- ISBN : 0128017279

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**Summary :** This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically. The second chapter develops generic pricing ...

- Author : M V Tretyakov
- Publisher : World Scientific Publishing Company
- Release Date : 2013-07-23
- Total pages : 276
- ISBN : 0128017279

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**Summary :** This book is an elementary introduction to the basic concepts of financial mathematics with a central focus on discrete models and an aim to demonstrate simple, but widely used, financial derivatives for managing market risks. Only a basic knowledge of probability, real analysis, ordinary differential equations, linear algebra and some ...

- Author : James A. Primbs
- Publisher : CRC Press
- Release Date : 2016-12-19
- Total pages : 294
- ISBN : 0128017279

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**Summary :** Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of topics and models, including ...

- Author : Vigirdas Mackevicius
- Publisher : Elsevier
- Release Date : 2016-11-08
- Total pages : 130
- ISBN : 0128017279

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**Summary :** This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black-Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox-Ingersoll-Ross, and Heath-Jarrow-Morton interest rate models are also ...

- Author : Paul Glasserman
- Publisher : Springer Science & Business Media
- Release Date : 2013-03-09
- Total pages : 596
- ISBN : 0128017279

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**Summary :** From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency ...

- Author : Steven Shreve
- Publisher : Springer Science & Business Media
- Release Date : 2005-06-28
- Total pages : 187
- ISBN : 0128017279

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**Summary :** Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from ...

- Author : Jia-An Yan
- Publisher : Springer
- Release Date : 2018-10-10
- Total pages : 403
- ISBN : 0128017279

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**Summary :** This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The general theory of static risk measures, basic concepts and results on ...

- Author : Eckhard Platen,David Heath
- Publisher : Springer Science & Business Media
- Release Date : 2006-10-28
- Total pages : 700
- ISBN : 0128017279

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**Summary :** A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. This book presents the necessary mathematical tools, followed by a thorough introduction to financial modeling under the ...

- Author : Emanuela Rosazza Gianin,Carlo Sgarra
- Publisher : Springer Science & Business Media
- Release Date : 2014-02-10
- Total pages : 277
- ISBN : 0128017279

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**Summary :** The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models. Many of the exercises are solved, while others are only proposed. Every chapter contains an introductory section illustrating the main theoretical results necessary to solve the exercises. The book is ...