Introduction to Financial Mathematics: Concepts and Computational Methods
Introduction to Financial Mathematics: Concepts and Computational Methods serves as a primer in financial mathematics with a focus on conceptual understanding of models and problem solving. It includes the mathematical background needed for risk management, such as probability theory, optimization, and the like. The goal of the book is to expose the reader to a wide range of basic problems, some of which emphasize analytic ability, some requiring programming techniques and others focusing on statistical data analysis. In addition, it covers some areas which are outside the scope of mainstream financial mathematics textbooks. For example, it presents marginal account setting by the CCP and systemic risk, and a brief overview of the model risk. Inline exercises and examples are included to help students prepare for exams on this book.
1 online resource
FSU_libsubv1_scholarship_submission_1562684770_1b3096ca_Comp
10.33009/financialmath1
Creative Commons Attribution-NonCommercial-ShareAlike (CC BY-NC-SA 4.0)
Financial mathematics
This publication was made possible by an Alternative Textbook Grant issued by Florida State University Libraries. The textbook source code is available upon request to afahim@fsu.edu.
Financial mathematics
Introduction to Financial Mathematics: Concepts and Computational Methods
text
book
2019-07-08
Introduction to Financial Mathematics: Concepts and Computational Methods serves as a primer in financial mathematics with a focus on conceptual understanding of models and problem solving. It includes the mathematical background needed for risk management, such as probability theory, optimization, and the like. The goal of the book is to expose the reader to a wide range of basic problems, some of which emphasize analytic ability, some requiring programming techniques and others focusing on statistical data analysis. In addition, it covers some areas which are outside the scope of mainstream financial mathematics textbooks. For example, it presents marginal account setting by the CCP and systemic risk, and a brief overview of the model risk. Inline exercises and examples are included to help students prepare for exams on this book.
This publication was made possible by an Alternative Textbook Grant issued by Florida State University Libraries. The textbook source code is available upon request to afahim@fsu.edu.
Financial mathematics
FSU_libsubv1_scholarship_submission_1562684770_1b3096ca
10.33009/financialmath1
English
Creative Commons Attribution-NonCommercial-ShareAlike (CC BY-NC-SA 4.0)