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Mathematical finance : a very short introduction / Mark H.A. Davis.

By: Material type: TextTextPublication details: Oxford : Oxford University Press, c2019.Edition: First editionDescription: xxiv, 133 p. : ill. ; 18 cmISBN:
  • 9780198787945 (pbk.) :
Subject(s): DDC classification:
  • 650.015 1
Contents:
Preface -- List of illustrations -- List of abbreviations -- 1. Money, banking, and financial markets -- 2. Quantifying risk -- 3. The classical theory of option pricing -- 4. Interest rates -- 5. Credit risk -- 6. Fund management -- 7. Risk management -- 8. The banking crisis and its aftermath -- References -- Further reading -- Index.
Summary: In recent years the finance industry has mushroomed to become an important part of modern economies. Growing hand-in-hand with these developments, the field of mathematical finance saw insightful ideas about asset valuation turn into a mathematical 'theory of arbitrage'. New challenges now arise as technology revolutionizes the practice of trading, and the ongoing fallout from the 2008 financial crisis is dealt with. Mark Davis introduces readers with a mathematical bent to arbitrage theory and why it works the way it does. For anybody who is curious about the workings of modern finance, this book offers a comprehensive survey of the most pressing issues in the field today.
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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
Books Books Portsmouth Branch Library Reserved Cupboard Non-fiction 650.015 1 Dav (Browse shelf(Opens below)) Available PORT19120195
Books Books Roseau Public Library General Stack Non-fiction 650.015 1 Dav (Browse shelf(Opens below)) Available ROSE19120200
Total holds: 0

Includes bibliographical references (pages 125-128) and index.

Preface -- List of illustrations -- List of abbreviations -- 1. Money, banking, and financial markets -- 2. Quantifying risk -- 3. The classical theory of option pricing -- 4. Interest rates -- 5. Credit risk -- 6. Fund management -- 7. Risk management -- 8. The banking crisis and its aftermath -- References -- Further reading -- Index.

In recent years the finance industry has mushroomed to become an important part of modern economies. Growing hand-in-hand with these developments, the field of mathematical finance saw insightful ideas about asset valuation turn into a mathematical 'theory of arbitrage'. New challenges now arise as technology revolutionizes the practice of trading, and the ongoing fallout from the 2008 financial crisis is dealt with. Mark Davis introduces readers with a mathematical bent to arbitrage theory and why it works the way it does. For anybody who is curious about the workings of modern finance, this book offers a comprehensive survey of the most pressing issues in the field today.

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