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Introduction to Financial Mathematics

Title: Introduction to Financial Mathematics: Concepts and Computational Methods.
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Name(s): Fahim, Arash, author
Type of Resource: text
Genre: Text
Book
Date Issued: 2019-07-08
Physical Form: computer
online resource
Extent: 1 online resource
Language(s): English
Abstract/Description: 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.
Identifier: FSU_libsubv1_scholarship_submission_1562684770_1b3096ca (IID), 10.33009/financialmath1 (DOI)
Keywords: Financial mathematics
Publication Note: 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.
Persistent Link to This Record: http://purl.flvc.org/fsu/fd/FSU_libsubv1_scholarship_submission_1562684770_1b3096ca
Use and Reproduction: Creative Commons Attribution-NonCommercial-ShareAlike (CC BY-NC-SA 4.0)
Host Institution: FSU

Choose the citation style.
Fahim, A. (2019). Introduction to Financial Mathematics: Concepts and Computational Methods. Retrieved from http://purl.flvc.org/fsu/fd/FSU_libsubv1_scholarship_submission_1562684770_1b3096ca

Title: Introduction to Financial Mathematics: Concepts and Computational Methods.
Name(s): Fahim, Arash, author
Type of Resource: text
Genre: Text
Book
Date Issued: 2019-07-08
Physical Form: computer
online resource
Extent: 1 online resource
Language(s): English
Abstract/Description: 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.
Identifier: FSU_libsubv1_scholarship_submission_1562684770_1b3096ca_Comp (IID), 10.33009/financialmath1 (DOI)
Keywords: Financial mathematics
Publication Note: 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.
Persistent Link to This Record: http://purl.flvc.org/fsu/fd/FSU_libsubv1_scholarship_submission_1562684770_1b3096ca
Use and Reproduction: Creative Commons Attribution-NonCommercial-ShareAlike (CC BY-NC-SA 4.0)
Host Institution: FSU