Kevin J. Hastings (Knox College, Galesburg, Illinois, USA)

Gebundenes Buch

Financial Mathematics

From Discrete to Continuous Time

Beschreibung

This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finance programs.

Autor

Kevin J. Hastings is Professor of Mathematics; Rothwell C. Stephens Distinguished Service Chair at Knox College. He holds a Ph.D. from Northwestern University. His interests include applications to real-world problems affected by random inputs or disturbances. He is the author or three other books for CRC Press: Introduction to Financial Mathematics, CRC Press, 2016. CHOICE Highly Recommended selection and 2017 Top Books for Colleges. Introduction to Probability with Mathematica, 2nd ed., Chapman & Hall/CRC Press, 2009. Introduction to the Mathematics of Operations Research with Mathematica, 2nd edition, Taylor & Francis/Marcel Dekker, 2006. Introduction to Probability with Mathematica. CRC Press/Chapman & Hall, 2000. Also available as an e-book.

Produktdetails

• Chapman and Hall/CRC Financial Mathematics Series
• Verlag: Taylor & Francis Inc
• Seitenzahl: 411
• Erscheinungstermin: 21. Dezember 2022
• Englisch
• Abmessung: 161mm x 241mm x 32mm
• Gewicht: 782g
• ISBN-13: 9781498780407
• ISBN-10: 1498780407
• Artikelnr.: 65615313