| 000 -LEADER |
|---|
| fixed length control field |
a |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
220505b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780367410391 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6457015192 |
| Item number |
CHA |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Chambers, Donald R. |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Introduction to financial mathematics : with computer applications |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Name of publisher, distributor, etc |
Chapman and Hall/ CRC, |
| Date of publication, distribution, etc |
2021 |
| Place of publication, distribution, etc |
Boca Raton : |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxi, 555 p. ; |
| Other physical details |
ill., |
| Dimensions |
24 cm |
| 365 ## - TRADE PRICE |
|---|
| Price amount |
84.99 |
| Price type code |
GBP |
| Unit of pricing |
104.80 |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
Textbooks in mathematics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
This book's primary objective is to educate aspiring finance professionals about mathematics and computation in the context of financial derivatives. The authors offer a balance of traditional coverage and technology to fill the void between highly mathematical books and broad finance books. The focus of this book is twofold: To partner mathematics with corresponding intuition rather than diving so deeply into the mathematics that the material is inaccessible to many readers. To build reader intuition, understanding and confidence through three types of computer applications that help the reader understand the mathematics of the models. Unlike many books on financial derivatives requiring stochastic calculus, this book presents the fundamental theories based on only undergraduate probability knowledge. A key feature of this book is its focus on applying models in three programming languages -R, Mathematica and EXCEL. Each of the three approaches offers unique advantages. The computer applications are carefully introduced and require little prior programming background. The financial derivative models that are included in this book are virtually identical to those covered in the top financial professional certificate programs in finance. The overlap of financial models between these programs and this book is broad and deep. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Business mathematics |
|
|---|
| Topical term or geographic name as entry element |
Economics, Mathematical |
|
|---|
| Topical term or geographic name as entry element |
Assetswap rate |
|
|---|
| Topical term or geographic name as entry element |
Black-scholes PDE |
|
|---|
| Topical term or geographic name as entry element |
Cash flow matching |
|
|---|
| Topical term or geographic name as entry element |
Coupon bonds |
|
|---|
| Topical term or geographic name as entry element |
Credit derivative |
|
|---|
| Topical term or geographic name as entry element |
Default risk |
|
|---|
| Topical term or geographic name as entry element |
Expected cash flow/loss |
|
|---|
| Topical term or geographic name as entry element |
Forward contract |
|
|---|
| Topical term or geographic name as entry element |
Hedging vehicle |
|
|---|
| Topical term or geographic name as entry element |
Markowitz efficient frontier |
|
|---|
| Topical term or geographic name as entry element |
Option contract |
|
|---|
| Topical term or geographic name as entry element |
Portfolio delta |
|
|---|
| Topical term or geographic name as entry element |
Short position |
|
|---|
| Topical term or geographic name as entry element |
Stock's expected return |
|
|---|
| Topical term or geographic name as entry element |
Time value discount factor |
|
|---|
| Topical term or geographic name as entry element |
Zero coupon bond |
|
|---|
| Topical term or geographic name as entry element |
Arbitrage |
|
|---|
| Topical term or geographic name as entry element |
Financial derivation |
|
|---|
| Topical term or geographic name as entry element |
Portfolio management |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Lu, Qin |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Books |