Mathematical Techniques in Finance

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  • Mathematical Techniques in Finance Book Detail

  • Author : Amir Sadr
  • Release Date : 2022-04-21
  • Publisher : John Wiley & Sons
  • Genre : Business & Economics
  • Pages : 278
  • ISBN 13 : 111983841X
  • File Size : 94,94 MB

Mathematical Techniques in Finance by Amir Sadr PDF Summary

Book Description: Explore the foundations of modern finance with this intuitive mathematical guide In Mathematical Techniques in Finance: An Introduction, distinguished finance professional Amir Sadr delivers an essential and practical guide to the mathematical foundations of various areas of finance, including corporate finance, investments, risk management, and more. Readers will discover a wealth of accessible information that reveals the underpinnings of business and finance. You’ll learn about: Investment theory, including utility theory, mean-variance theory and asset allocation, and the Capital Asset Pricing Model Derivatives, including forwards, options, the random walk, and Brownian Motion Interest rate curves, including yield curves, interest rate swap curves, and interest rate derivatives Complete with math reviews, useful Excel functions, and a glossary of financial terms, Mathematical Techniques in Finance: An Introduction is required reading for students and professionals in finance.

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This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develo