close

Risk Neutral Pricing and Financial Mathematics: A Primer

Peter Knopf, John Teall · ISBN 9780128015346
Risk Neutral Pricing and Financial Mathematics: A Primer | Zookal Textbooks | Zookal Textbooks
Out of stock
$79.95  Save $9.60
$70.35
-
+
Zookal account needed
Read online instantly with Zookal eReader
Access online & offline
$76.93
Note: Subscribe and save discount does not apply to eTextbooks.
-
+
Publisher Academic Press
Author(s) Peter Knopf / John Teall
Subtitle A Primer
Edition 1
Published 1st May 2015
Related course codes

A Primer

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).
Translation missing: en.general.search.loading