Nguồn ngoài

Introduction to Financial Mathematics Concepts and Computational Methods

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.

Tác giả

Arash Fahim

Nhà xuất bản

Florida State University

Năm

2019

Nguồn

Open Textbook Library

Giấy phép

CC BY-NC-SA

Ngôn ngữ

EN

Danh mục

Khoa học cơ bản