Mathematics of Finance An Intuitive Introduction

Mathematics of Finance An Intuitive Introduction / by Donald G. Saari.

This textbook invites the reader to develop a holistic grounding in mathematical finance, where concepts and intuition play as important a role as powerful mathematical tools. Financial interactions are characterized by a vast amount of data and uncertainty; navigating the inherent dangers and hidde...

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Bibliographic Details
Main Author: Saari, Donald G. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
Edition:1st ed. 2019.
Series:Undergraduate Texts in Mathematics,
Springer eBook Collection.
Subjects:
Economics, Mathematical .
Game theory.
Finance.
Macroeconomics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 1. Preliminaries via Gambles
  • 2. Options
  • 3. Modeling
  • 4. Some Probability
  • 5. The Black–Scholes Equation
  • 6. Solutions of Black–Scholes
  • 7. Partial information: the Greeks
  • 8. Sketching and the American Options
  • 9. Embellishments.

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