Mathematical finance : a very short introduction / Mark H.A. Davis.
Material type:
TextSeries: Very short introductions: 592.Publisher: Oxford: Oxford University Press, 2019Copyright date: c2019Edition: First editionDescription: xxiv, 133 pages : illustrations ; 18 cmContent type: text Media type: unmediated Carrier type: volumeISBN: 0198787944; 9780198787945Subject(s): Business mathematics | Business mathematics | BUSINESS & ECONOMICS / Business Mathematics| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
| 書 | 世新大學圖書館 三樓西文圖書區 | 圖書 | 650.0151 Da 2019 (Browse shelf) | Available | E135676 |
Includes bibliographical references (pages 125-128) and index.
Preface -- List of illustrations -- List of abbreviations -- 1. Money, banking, and financial markets -- 2. Quantifying risk -- 3. The classical theory of option pricing -- 4. Interest rates -- 5. Credit risk -- 6. Fund management -- 7. Risk management -- 8. The banking crisis and its aftermath -- References -- Further reading -- Index.
In recent years the finance industry has mushroomed to become an important part of modern economies. Growing hand-in-hand with these developments, the field of mathematical finance saw insightful ideas about asset valuation turn into a mathematical 'theory of arbitrage'. New challenges now arise as technology revolutionizes the practice of trading, and the ongoing fallout from the 2008 financial crisis is dealt with. Mark Davis introduces readers with a mathematical bent to arbitrage theory and why it works the way it does. For anybody who is curious about the workings of modern finance, this book offers a comprehensive survey of the most pressing issues in the field today.
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