Introducing Financial Mathematics: Theory, Binomial Models, and Applications by Wickerhauser, Mladen Victor

Introducing Financial Mathematics: Theory, Binomial Models, and Applications (Hardcover) (ISBN-13: 9781032359854)

Vendor: Mladen Victor Wickerhauser
Product type: Books
Format: Hardcover
$99.95
$99.95
$99.95
Subtotal: $99.95
Introducing Financial Mathematics: Theory, Binomial Models, and Applications by Wickerhauser, Mladen Victor

Introducing Financial Mathematics: Theory, Binomial Models, and Applications

$99.95
Introducing Financial Mathematics: Theory, Binomial Models, and Applications by Wickerhauser, Mladen Victor

Introducing Financial Mathematics: Theory, Binomial Models, and Applications

$99.95
Format: Hardcover
Description
Description
x
Introducing Financial Mathematics: Theory, Binomial Models, and Applications seeks to replace existing books with a rigorous stand-alone text that covers fewer examples in greater detail with more proofs. The book uses the fundamental theorem of asset pricing as an introduction to linear algebra and convex analysis. It also provides example computer programs, mainly Octave/MATLAB functions but also spreadsheets and Macsyma scripts, with which students may experiment on real data.The text's unique coverage is in its contemporary combination of discrete and continuous models to compute implied volatility and fit models to market data. The goal is to bridge the large gaps among nonmathematical finance texts, purely theoretical economics texts, and specific software-focused engineering texts.

Author: Mladen Victor Wickerhauser
ISBN-10: 1032359854
ISBN-13: 9781032359854
Publisher: CRC Press
Language: English
Published: 11/09/2022
Pages: 292
Format: Hardcover
Weight: 1.33lbs
Size: 9.21h x 6.14w x 0.75d
By Mladen Victor Wickerhauser
By Mladen Victor Wickerhauser
x

Mladen Victor Wickerhauser is professor of mathematics and statistics at Washington University, St. Louis. He holds a PhD from Yale University. ​Professor Wickerhauser's research interests include harmonic analysis, wavelets, and numerical algorithms for data compression. He has six US patents and 118 publications, one of which led to an algorithm used by the FBI to encode fingerprint images.

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