Mathematical finance : a very short introduction / Mark H.A. Davis.
- First edition.
- Oxford: Oxford University Press, 2019.
- Very short introductions ; 573.
Very short introductions ; 592
xxiv, 133 pages : illustrations ; 18 cm.
- Business mathematics.
- 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.
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
- Includes bibliographical references (pages 125-128) and index.
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