The item you selected is unavailable, but we found something similar.

Picture 1 of 1

Stock photo

Introductory Course On Financial Mathematics - 9781908977380 - Picture 1 of 1

Introductory Course On Financial Mathematics by Michael Tretyakov (Hardcover, 2013)

Be the first towrite a review.

BOOKS etc. (452814)
99.2% positive Feedback

Price:

£38.03

Free postage

Estimated delivery Tue, 30 Apr - Sat, 4 May

Returns:

60 days return. Buyer pays for return postage.

Condition:

New

ISBN-13: 9781908977380, 978-1908977380. In addition, the concept of complete and incomplete markets is discussed. Format: Hardback.

View all details

All listings for this product

item 1 Excellent, INTRODUCTORY COURSE ON FINANCIAL MATHEMATICS, TRETYAKOV MICHAEL, Book
£29.72
Free postage
item 2 Introductory Course On Financial Mathematics - 9781908977380
£38.03
Free postage
item 3 INTRODUCTORY COURSE ON FINANCIAL MATHEMATICS, Tret
£47.82
Free postage
item 4 Introductory Course On Financial Mathematics by Michael Tretyakov 9781908977380
£48.00
Free postage
item 5 Michael Tretyakov Introductory Course On Financial Mathematics (Hardback)
£50.22
Free postage
item 6 INTRODUCTORY COURSE ON FINANCIAL MATHEMATICS - Hardcover NEW TRETYAKOV MICHA 201
£52.02
Free postage
item 7 INTRODUCTORY COURSE ON FINANCIAL MATHEMATICS. MICHAEL 9781908977380 New<|
£66.57
Free postage

See all 7

About this product

Product Information

This book is an elementary introduction to the basic concepts of financial mathematics with a central focus on discrete models and an aim to demonstrate simple, but widely used, financial derivatives for managing market risks. Only a basic knowledge of probability, real analysis, ordinary differential equations, linear algebra and some common sense are required to understand the concepts considered in this book.Financial mathematics is an application of advanced mathematical and statistical methods to financial management and markets, with a main objective of quantifying and hedging risks. Since the book aims to present the basics of financial mathematics to the reader, only essential elements of probability and stochastic analysis are given to explain ideas concerning derivative pricing and hedging. To keep the reader intrigued and motivated, the book has a 'sandwich' structure: probability and stochastics are given in situ where mathematics can be readily illustrated by application to finance.The first part of the book introduces one of the main principles in finance - 'no arbitrage pricing'. It also introduces main financial instruments such as forward and futures contracts, bonds and swaps, and options. The second part deals with pricing and hedging of European- and American-type options in the discrete-time setting. In addition, the concept of complete and incomplete markets is discussed. Elementary probability is briefly revised and discrete-time discrete-space stochastic processes used in financial modelling are considered. The third part introduces the Wiener process, Ito integrals and stochastic differential equations, but its main focus is the famous Black-Scholes formula for pricing European options. Some guidance for further study within this exciting and rapidly changing field is given in the concluding chapter. There are approximately 100 exercises interspersed throughout the book, and solutions for most problems are provided in the appendices.

Product Identifiers

Publisher
Imperial College Press
ISBN-13
9781908977380
eBay Product ID (ePID)
168117032

Product Key Features

Author
Michael Tretyakov
Publication Name
Introductory Course on Financial Mathematics
Format
Hardcover
Language
English
Subject
Finance, Mathematics
Publication Year
2013
Type
Textbook
Number of Pages
276 Pages

Additional Product Features

Title_Author
Michael Tretyakov
Country/Region of Manufacture
United Kingdom

Best-selling in Adult Learning & University

See all

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Best-selling in Adult Learning & University

Secrets Of Mental Math: The Mathemagician's Guide to Lightening Calculation and Amazing Maths Tricks by Arthur Benjamin, Michael Shermer (Paperback, 2006)
4.8 out of 5 stars based on 16 product ratings
£0.99 New
---- Used
The Falsification of History: Our Distorted Reality by John Hamer (Paperback, 2013)
5.0 out of 5 stars based on 2 product ratings
£27.99 New
£26.25 Used
Code of Practice for In-service Inspection and Testing of Electrical Equipment by The Institution of Engineering and Technology (Paperback, 2020)
4.9 out of 5 stars based on 10 product ratings
£44.20 New
£34.99 Used
Adult Children of Emotionally Immature Parents: How to Heal from Distant, Rejecting, or Self-Involved Parents by Lindsay C Gibson (Paperback, 2015)
4.5 out of 5 stars based on 8 product ratings
£7.05 New
---- Used
Trading in the Zone: Master the Market with Confidence, Discipline, and a Winning Attitude by Mark Douglas (Hardcover, 2001)
5.0 out of 5 stars based on 12 product ratings
£5.99 New
---- Used
Muhammad the Last Prophet: A Model for All Time by Abulhasan 'Ali Nadvi (Paperback, 1993)
5.0 out of 5 stars based on 6 product ratings
£5.99 New
£4.17 Used
Gaza: An Inquest into Its Martyrdom by Norman Finkelstein (Paperback, 2021)
No ratings or reviews yet
£18.32 New
£17.59 Used

Save on Adult Learning & University

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Save on Adult Learning & University

Bold Beans: Beautiful, Brilliant and Exciting Recipes by Amelia Christie-Miller
£14.45
Trending at £16.14
The Concise Laws of Human Nature by Robert Greene Paperback, English
£7.39
Trending at £9.25
Trading in the Zone : Master the Market with Confidence - PAPERBACK
£5.99
Trending at £6.67
London: A Guide for Curious Wanderers, Jack Cheshe
£11.25
Trending at £12.43
The Art of War Book Deluxe Special Gift Hardback Set Ver - Sun Tzu
£10.90
Trending at £12.30
Silent Spring (Penguin Modern Classics) by Carson, Rachel, NEW Book, FREE & FAST
£9.78
Trending at £10.95

Shop by category

Picture 1 of 1

Introductory Course On Financial Mathematics by Michael Tretyakov (Hardcover, 2013)

All listings for this product

item 1 Excellent, INTRODUCTORY COURSE ON FINANCIAL MATHEMATICS, TRETYAKOV MICHAEL, Book

item 2 Introductory Course On Financial Mathematics - 9781908977380

item 3 INTRODUCTORY COURSE ON FINANCIAL MATHEMATICS, Tret

item 4 Introductory Course On Financial Mathematics by Michael Tretyakov 9781908977380

item 5 Michael Tretyakov Introductory Course On Financial Mathematics (Hardback)

item 6 INTRODUCTORY COURSE ON FINANCIAL MATHEMATICS - Hardcover NEW TRETYAKOV MICHA 201

item 7 INTRODUCTORY COURSE ON FINANCIAL MATHEMATICS. MICHAEL 9781908977380 New<|

About this product

Product Information

Product Identifiers

Product Key Features

Additional Product Features

Best-selling in Adult Learning & University

Secrets Of Mental Math: The Mathemagician's Guide to Lightening Calculation and Amazing Maths Tricks by Arthur Benjamin, Michael Shermer (Paperback, 2006)

The Falsification of History: Our Distorted Reality by John Hamer (Paperback, 2013)

Code of Practice for In-service Inspection and Testing of Electrical Equipment by The Institution of Engineering and Technology (Paperback, 2020)

Adult Children of Emotionally Immature Parents: How to Heal from Distant, Rejecting, or Self-Involved Parents by Lindsay C Gibson (Paperback, 2015)

Trading in the Zone: Master the Market with Confidence, Discipline, and a Winning Attitude by Mark Douglas (Hardcover, 2001)

Muhammad the Last Prophet: A Model for All Time by Abulhasan 'Ali Nadvi (Paperback, 1993)

Gaza: An Inquest into Its Martyrdom by Norman Finkelstein (Paperback, 2021)

Save on Adult Learning & University

Bold Beans: Beautiful, Brilliant and Exciting Recipes by Amelia Christie-Miller

The Concise Laws of Human Nature by Robert Greene Paperback, English

Trading in the Zone : Master the Market with Confidence - PAPERBACK

London: A Guide for Curious Wanderers, Jack Cheshe

The Art of War Book Deluxe Special Gift Hardback Set Ver - Sun Tzu

Silent Spring (Penguin Modern Classics) by Carson, Rachel, NEW Book, FREE & FAST

You may also like

Hardcover Language Course

Workbook Hardcover Language Course

Hardcover Language Course in Chinese

Hardcover Illustrated Language Course

Hardcover Language Course in Arabic

Hardcover English Language Courses