000			a
999			_c30985 _d30985
008			220505b xxu||||| |||| 00| 0 eng d
020			_a9780367410391
082			_a332.6457015192 _bCHA
100			_aChambers, Donald R.
245			_aIntroduction to financial mathematics : with computer applications
260			_bChapman and Hall/ CRC, _c2021 _aBoca Raton :
300			_axxi, 555 p. ; _bill., _c24 cm
365			_b84.99 _cGBP _d104.80
490			_aTextbooks in mathematics
504			_aIncludes bibliographical references and index.
520			_aThis 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			_aBusiness mathematics
650			_aEconomics, Mathematical
650			_aAssetswap rate
650			_aBlack-scholes PDE
650			_aCash flow matching
650			_aCoupon bonds
650			_aCredit derivative
650			_a Default risk
650			_a Expected cash flow/loss
650			_a Forward contract
650			_a Hedging vehicle
650			_aMarkowitz efficient frontier
650			_a Option contract
650			_a Portfolio delta
650			_aShort position
650			_a Stock's expected return
650			_a Time value discount factor
650			_a Zero coupon bond
650			_aArbitrage
650			_aFinancial derivation
650			_aPortfolio management
700			_aLu, Qin
942			_2ddc _cBK