Items related to Mathematical Finance: A Very Short Introduction

Mathematical Finance: A Very Short Introduction - Softcover

Davis, Mark H. A.

  • 3.33 out of 5 stars
    57 ratings by Goodreads
 
9780198787945: Mathematical Finance: A Very Short Introduction

Synopsis

Now a vital part of modern economies, the rapid growth of the finance industry in recent decades is largely due to the development of mathematical methods such as the theory of arbitrage. Asset valuation, credit trading, and fund management, now depend on these mathematical tools. Mark Davis explains the theories and their applications.

"synopsis" may belong to another edition of this title.

About the Author

Mark Davis is Senior Research Fellow at the Department of Mathematics at Imperial College, London. Coming from a background in electrical engineering and computer science, with an ScD in Mathematics from Cambridge University, Professor Davis spent five years as Head of Research and Product Development at the London-based investment bank Tokyo-Mitsubishi International, before setting up a Mathematical Finance group at Imperial College London. He was awarded the Naylor Prize in Applied Mathematics by the London Mathematical Society in 2002. He is the author of six books, most recently Risk-Sensitive Investment Management (World Scientific 2014), written with Sebastien Lleo.

"About this title" may belong to another edition of this title.