Mathematical Financial Economics : A Basic Introduction / by Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé.
Material type: TextSeries: Publication details: London : Springer , 2015.Description: ix, 224p. : ill. ; 24 cmISBN:- 9783319165714
- HF5691 .E978 2015
Item type | Current library | Collection | Call number | Vol info | Status | Date due | Barcode |
---|---|---|---|---|---|---|---|
Main Long | Martin Oduor-Otieno Library This item is located on the library first floor | Non-fiction | HF5691.E978 2015 (Browse shelf(Opens below)) | 31671/23 | Available | MOOL23110029 |
Includes index.
This textbook is an elementary introduction to the key topics in mathematical finance and financial economics - two realms of ideas that substantially overlap but are often treated separately from each other. Our goal is to present the highlights in the field, with the emphasis on the financial and economic content of the models, concepts and results. The book provides a novel, unified treatment of the subject by deriving each topic from common fundamental principles and showing the interrelations between the key themes. Although the presentation is fully rigorous, with some rare and clearly marked exceptions, the book restricts itself to the use of only elementary mathematical concepts and techniques. No advanced mathematics (such as stochastic calculus) is used.
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