A Primer for the Mathematics of Financial Engineering

4.38 avg rating
( 26 ratings by Goodreads )
 
9780979757600: A Primer for the Mathematics of Financial Engineering

This book is meant to build the solid mathematical foundation required to understand the quantitative models used financial engineering. The financial applications range from the Put-Call parity, bond duration and convexity, and the Black-Scholes model, to the numerical estimation of the Greeks, implied volatility, and bootstrapping for finding interest rate curves. On the mathematical side, useful but sometimes overlooked topics are presented in detail: differentiating integrals with respect to nonconstant integral limits, numerical approximation of definite integrals, convergence of Taylor series expansions, finite difference approximations, Stirling's formula, Lagrange multipliers, polar coordinates, Newton's method for higher dimensional problems. A Solutions Manual containing complete solutions to every exercise, as well as to over 50 supplemental exercises, is available on amazon.com. International shipping and the Errata are available at www.fepress.org

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

About the Author:

Dan Stefanica has been the Director of the Masters Program in Financial Engineering at Baruch College, City University of New York, since its inception in 2002. He is teaching courses on numerical methods for finance, as well as pre-program courses in advanced calculus and linear algebra with financial applications. He has a PhD in Applied Mathematics from New York University and taught previously at the Massachusetts Institute of Technology.

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

Buy New View Book
List Price: US$ 55.00
US$ 88.37

Convert Currency

Shipping: US$ 1.99
Within U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Stefanica, Dan
Published by FE Press (2008)
ISBN 10: 0979757606 ISBN 13: 9780979757600
New Paperback Quantity Available: 2
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description FE Press, 2008. Paperback. Book Condition: New. Never used!. Bookseller Inventory # P110979757606

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 88.37
Convert Currency

Add to Basket

Shipping: US$ 1.99
Within U.S.A.
Destination, Rates & Speeds