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Chapter 1 - Financial Derivatives—A Brief Introduction
Pages 1-11 - Book chapterAbstract only
Chapter 2 - A Primer on the Arbitrage Theorem
Pages 13-32 - Book chapterAbstract only
Chapter 3 - Review of Deterministic Calculus
Pages 33-53 - Book chapterAbstract only
Chapter 4 - Pricing Derivatives: Models and Notation
Pages 55-64 - Book chapterAbstract only
Chapter 5 - Tools in Probability Theory
Pages 65-86 - Book chapterAbstract only
Chapter 6 - Martingales and Martingale Representations
Pages 87-110 - Book chapterAbstract only
Chapter 7 - Differentiation in Stochastic Environments
Pages 111-122 - Book chapterAbstract only
Chapter 8 - The Wiener Process, Lévy Processes, and Rare Events in Financial Markets
Pages 123-144 - Book chapterAbstract only
Chapter 9 - Integration in Stochastic Environments
Pages 145-162 - Book chapterAbstract only
Chapter 10 - Itô's Lemma
Pages 163-178 - Book chapterAbstract only
Chapter 11 - The Dynamics of Derivative Prices
Pages 179-196 - Book chapterAbstract only
Chapter 12 - Pricing Derivative Products: Partial Differential Equations
Pages 197-214 - Book chapterAbstract only
Chapter 13 - PDEs and PIDEs—An Application
Pages 215-229 - Book chapterAbstract only
Chapter 14 - Pricing Derivative Products: Equivalent Martingale Measures
Pages 231-252 - Book chapterAbstract only
Chapter 15 - Equivalent Martingale Measures
Pages 253-268 - Book chapterAbstract only
Chapter 16 - New Results and Tools for Interest-Sensitive Securities
Pages 269-276 - Book chapterAbstract only
Chapter 17 - Arbitrage Theorem in a New Setting
Pages 277-300 - Book chapterAbstract only
Chapter 18 - Modeling Term Structure and Related Concepts
Pages 301-314 - Book chapterAbstract only
Chapter 19 - Classical and HJM Approach to Fixed Income
Pages 315-331 - Book chapterAbstract only
Chapter 20 - Classical PDE Analysis for Interest Rate Derivatives
Pages 333-344 - Book chapterAbstract only
Chapter 21 - Relating Conditional Expectations to PDEs
Pages 345-360 - Book chapterAbstract only
Chapter 22 - Pricing Derivatives via Fourier Transform Technique
Pages 361-372 - Book chapterAbstract only
Chapter 23 - Credit Spread and Credit Derivatives
Pages 373-399 - Book chapterAbstract only
Chapter 24 - Stopping Times and American-Type Securities
Pages 401-414 - Book chapterAbstract only
Chapter 25 - Overview of Calibration and Estimation Techniques
Pages 415-435 - Book chapterNo access
References
Pages 437-438 - Book chapterNo access
Index
Pages 439-444
About the book
Description
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.
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.
Key Features
- Facilitates readers' understanding of underlying mathematical and theoretical models by presenting a mixture of theory and applications with hands-on learning
- Presented intuitively, breaking up complex mathematics concepts into easily understood notions
- Encourages use of discrete chapters as complementary readings on different topics, offering flexibility in learning and teaching
- Facilitates readers' understanding of underlying mathematical and theoretical models by presenting a mixture of theory and applications with hands-on learning
- Presented intuitively, breaking up complex mathematics concepts into easily understood notions
- Encourages use of discrete chapters as complementary readings on different topics, offering flexibility in learning and teaching
Details
ISBN
978-0-12-384682-2
Language
English
Published
2014
Copyright
Copyright © 2014 Elsevier Inc. All rights reserved.
Imprint
Academic Press