Mathematical finance. Theory vol.A
- Editore:
Esculapio
- Edizione:
- 3
- Data di Pubblicazione:
- 2019
- EAN:
9788893851510
- ISBN:
8893851512
- Pagine:
- 416
- Formato:
- brossura
- Argomento:
- Finanza
Descrizione Mathematical finance. Theory vol.A
The aim of these two books is to provide the basic theoretical concepts and the best practice concerning the mathematical finance which is unescapable to understand the way modern financial markets operate. Thanks to these fundamental concepts, which are completely concentrated on a deterministic modelization of the markets, students are ready to approach more advanced courses focused on the modern area of financial math where the deterministic assumption is left and stochastic assumptions concerning the evolution of the involved variables are included.- Main instruments of the Mathematical Finance
- The Financial Conventions
- Annuities
- Time-indexes
- Fairness condition for financial transactions
- Sinking Funds
- Unshared loan amortization
- Shared loan amortization
- Bonds’ market
- Appendix I: Basic concepts of probability theory
- Appendix II: Methods of approximated calculous
