Among the many branches of applied mathematics, options pricing theory occupies a unique position: it utilizes a wide range of advanced mathematical concepts, making it appealing to mathematicians, and it is regularly applied at financial institutions, making it indispensable to practitioners. The emergence of artificial intelligence in the financial industry has led to further interest in mathematical finance and has increased the demand for literature on this subject that is accessible to a large audience. This book ...
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Among the many branches of applied mathematics, options pricing theory occupies a unique position: it utilizes a wide range of advanced mathematical concepts, making it appealing to mathematicians, and it is regularly applied at financial institutions, making it indispensable to practitioners. The emergence of artificial intelligence in the financial industry has led to further interest in mathematical finance and has increased the demand for literature on this subject that is accessible to a large audience. This book presents a self-contained introduction to options pricing theory and includes a complete discussion of the required concepts in finance and probability theory; an introduction to basic models, emphasizing both critical thinking and practical applications; and over 200 exercises, several Python codes for the analysis and application of the options pricing models, and numerical projects intended to help close the gap between theory and practice. A First Course in Options Pricing Theory is suitable for an advanced undergraduate course on financial mathematics and options pricing theory in engineering, computer science, and applied mathematics programs. The reader is assumed to be familiar with the standard material in calculus and linear algebra. Stochastic calculus is not used in the book.
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Add this copy of A First Course in Options Pricing Theory to cart. $72.00, new condition, Sold by Marriott Library Booksale rated 5.0 out of 5 stars, ships from Salt Lake City, UT, UNITED STATES, published 2023 by Society for Industrial & Applied Mathematics, U.S..
Edition:
2023, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
2023
Language:
English
Alibris ID:
18214174730
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Seller's Description:
New in new dust jacket. Other Titles in Applied Mathematics. Audience: Professional and scholarly. New book in new conditions. In protective plastic wrapping.
