0979757606 This is a trade paperback. Bookseller Inventory #
Synopsis: 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
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.
Title: A Primer for the Mathematics of Financial ...
Publisher: FE Press
Book Condition: New
Book Description FE Press, 2008. Paperback. Condition: Very Good. Great condition with minimal wear, aging, or shelf wear. Seller Inventory # P020979757606
Book Description FE Press, 2008. Paperback. Condition: Like New. Almost new condition. Seller Inventory # P010979757606
Book Description FE Press, 2008. Paperback. Condition: New. Never used!. Seller Inventory # P110979757606
Book Description FE Press. PAPERBACK. Condition: Fine. 0979757606 Like New Condition. Seller Inventory # LN7.1506130
Book Description FE Press. PAPERBACK. Condition: New. 0979757606 New Condition. Seller Inventory # NEW7.1506130
Book Description FE Press, 2008. Condition: Good. A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. Seller Inventory # 0979757606-2-4
Book Description Condition: Very Good. Ready for quick shipment to any US location by Experienced seller. CDs and Access codes may not be included as is the case with most used books. Seller Inventory # 1749392
Book Description FE Press, 2008. Paperback. Condition: Good. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. May be ex-library. Shipping & Handling by region. Buy with confidence, excellent customer service!. Seller Inventory # 0979757606