Introduction to the Mathematics of Financial Derivatives 3rd Edition Hirsa Solutions Manual
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Introduction to the Mathematics of Financial Derivatives 3rd Edition Hirsa Solutions Manual.
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Introduction to the Mathematics of Financial Derivatives 3rd Edition Hirsa Solutions Manual
Product details:
- ISBN-10 : 012384682X
- ISBN-13 : 978-0123846822
- Author: Ali Hirsa, Salih N. Neftci
An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only “introductory” text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems.
Table contents:
Chapter 1: Financial Derivatives—A Brief Introduction
Chapter 2: A Primer on the Arbitrage Theorem
Chapter 3: Review of Deterministic Calculus
Chapter 4: Pricing Derivatives: Models and Notation
Chapter 5: Tools in Probability Theory
Chapter 6: Martingales and Martingale Representations
Chapter 7: Differentiation in Stochastic Environments
Chapter 8: The Wiener Process, Lévy Processes, and Rare Events in
Chapter 9: Integration in Stochastic Environments
Chapter 10: Itô’s Lemma
Chapter 11: The Dynamics of Derivative Prices
Chapter 12: Pricing Derivative Products: Partial Differential Equation
Chapter 13: PDEs and PIDEs—An Application
Chapter 14: Pricing Derivative Products: Equivalent Martingale M
Chapter 15: Equivalent Martingale Measures
Chapter 16: New Results and Tools for Interest-Sensitive Securities
Chapter 17: Arbitrage Theorem in a New Setting
Chapter 18: Modeling Term Structure and Related Concepts
Chapter 19: Classical and HJM Approach to Fixed Income
Chapter 20: Classical PDE Analysis for Interest Rate Derivatives
Chapter 21: Relating Conditional Expectations to PDEs
Chapter 22: Pricing Derivatives via Fourier Transform Technique
Chapter 23: Credit Spread and Credit Derivatives
Chapter 24: Stopping Times and American-Type Securities
Chapter 25: Overview of Calibration and Estimation Techniques
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