COVID-19 UPDATES

  • Masks covering your nose and mouth are required for entry.
  • HOLIDAY ALERTS:
    • If you're placing an order that needs to be shipped, please do so by Monday, December 6 to increase the chances that your order will arrive at its destination by Christmas. Due to supply chain issues and shipping delays, we cannot guarantee that any order will arrive by December 25. 
    • Our online store will be closed beginning December 24 and remain closed through December 26.
    • Both our online and physical store will be closed December 25 & 26.

Risk Neutral Pricing and Financial Mathematics: A Primer (Paperback)

PLEASE READ BEFORE PLACING AN ORDER:

-Please do not come to the store until you get a confirmation email that your order is complete and ready for pickup!

-Please place orders for pre-order titles separately. If your pre-order is placed with other titles, please note that we will add additional shipping fees.

-Women & Children First is not responsible for lost or stolen packages.

Risk Neutral Pricing and Financial Mathematics: A Primer Cover Image
$77.94
Unavailable

Description


Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society).

Product Details
ISBN: 9780128015346
ISBN-10: 0128015349
Publisher: Academic Press
Publication Date: August 18th, 2015
Pages: 348
Language: English