Book

Mathematical Finance: A Very Short Introduction

Mark H. A. Davis

Published in print January 2019 | ISBN: 9780198787945
Published online January 2019 | e-ISBN: 9780191829932 | DOI: https://dx.doi.org/10.1093/actrade/9780198787945.001.0001

Series: Very Short Introductions

Mathematical Finance: A Very Short Introduction

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In recent years, the finance industry has mushroomed to become an important part of modern economies with many science and engineering graduates joining the industry as quantitative analysts, using mathematical and computational skills to solve complex problems of asset valuation and risk management. Mathematical Finance: A Very Short Introduction provides an overview of mathematical finance today. It introduces arbitrage theory, explaining why it works the way it does, and how it is key to pricing financial contracts, to credit trading, fund management, and the setting of interest rates. It also discusses developments to mathematical finance in the wake of the 2008 financial crash, and surveys the most pressing issues in mathematical finance today.

Keywords: arbitrage pricing theory; finance; interest rate; managed fund; quantitative analysis; risk management

Book.  144 pages.  Illustrated.

Subjects: Economics ; Mathematics ; Mathematical Finance

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Table of Contents

Money, banking, and financial markets in Mathematical Finance: A Very Short Introduction

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Quantifying risk in Mathematical Finance: A Very Short Introduction

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The classical theory of option pricing in Mathematical Finance: A Very Short Introduction

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Interest rates in Mathematical Finance: A Very Short Introduction

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Credit risk in Mathematical Finance: A Very Short Introduction

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Fund management in Mathematical Finance: A Very Short Introduction

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Risk management in Mathematical Finance: A Very Short Introduction

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The banking crisis and its aftermath in Mathematical Finance: A Very Short Introduction

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