جزییات کتاب
ریاضیات مالی: مدل های قطعی و غیر قطعی (احتمالی)
این کتاب مطالعه تفصیلی ریاضیات مالی را فراهم آورده است. علاوه بر عمق ژرف، این کتاب بررسی رویکرد بنیادی مناسب برای تحلیل مسایل مالی را فراهم میکند.
Summary by rasool.arab
This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzing financial problems. This book is addressed to MBA's, Financial Engineers, Applied Mathematicians, Banks, Insurance Companies, and Students of Business School, of Economics, of Applied Mathematics, of Financial Engineering, Banks, and more.Content: Chapter 1 Introductory Elements to Financial Mathematics (pages 1–12): Chapter 2 Theory of Financial Laws (pages 13–40): Chapter 3 Uniform Regimes in Financial Practice (pages 41–89): Chapter 4 Financial Operations and their Evaluation: Decisional Criteria (pages 91–145): Chapter 5 Annuities?Certain and their Value at Fixed Rate (pages 147–210): Chapter 6 Loan Amortization and Funding Methods (pages 211–287): Chapter 7 Exchanges and Prices on the Financial Market (pages 289–329): Chapter 8 Annuities, Amortizations and Funding in the Case of Term Structures (pages 331–361): Chapter 9 Time and Variability Indicators, Classical Immunization (pages 363–408): Chapter 10 Basic Probabilistic Tools for Finance (pages 409–455): Chapter 11 Markov Chains (pages 457–479): Chapter 12 Semi?Markov Processes (pages 481–515): Chapter 13 Stochastic or Ito Calculus (pages 517–552): Chapter 14 Option Theory (pages 553–606): Chapter 15 Markov and Semi?Markov Option Models (pages 607–640): Chapter 16 Interest Rate Stochastic Models — Application to the Bond Pricing Problem (pages 641–685): Chapter 17 Portfolio Theory (pages 687–701): Chapter 18 Value at Risk (VaR) Methods and Simulation (pages 703–742): Chapter 19 Credit Risk or Default Risk (pages 743–789): Chapter 20 Markov and Semi?Markov Reward Processes and Stochastic Annuities (pages 791–830):