ENGLISH

Mathematical Financial Economics: A Basic Introduction

By Thorsten Hens , Igor V. Evstigneev , Klaus Reiner Schenk-Hoppé (auth.)

Book information

Publisher
Springer International Publishing
Year
2015
ISBN
978-3-319-16570-7, 978-3-319-16571-4
DOI
10.1007/978-3-319-16571-4
Language
english
Format
PDF
Filesize
2 MB (2454888 bytes)
Series
Springer Texts in Business and Economics
Edition
1
Pages
224\217
Time added
2015-06-09 17:13:13
Financial Economics; Quantitative Finance; Finance

Description

This textbook is an elementary introduction to the key topics in mathematical finance and financial economics - two realms of ideas that substantially overlap but are often treated separately from each other. Our goal is to present the highlights in the field, with the emphasis on the financial and economic content of the models, concepts and results. The book provides a novel, unified treatment of the subject by deriving each topic from common fundamental principles and showing the interrelations between the key themes. Although the presentation is fully rigorous, with some rare and clearly marked exceptions, the book restricts itself to the use of only elementary mathematical concepts and techniques. No advanced mathematics (such as stochastic calculus) is used.

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