1st Edition
Introducing Financial Mathematics Theory, Binomial Models, and Applications
By Mladen Victor Wickerhauser
Copyright 2023
304 Pages
19 B/W Illustrations
by
Chapman & Hall
304 Pages
19 B/W Illustrations
by
Chapman & Hall
Also available as eBook on:
Introducing Financial Mathematics: Theory, Binomial Models, and Applications seeks to replace existing books with a rigorous stand-alone text that covers fewer examples in greater detail with more proofs. The book uses the fundamental theorem of asset pricing as an introduction to linear algebra and convex analysis. It also provides example computer programs, mainly Octave/MATLAB functions but... Read more
Basics
Continuous Models
Discrete Models
Exotic Options
Forwards and Futures
Dividends and Interest
Implied Volatility
Fundamental Theorems
Project Suggestions
Answers and Index
Biography
Mladen Victor Wickerhauser is professor of mathematics and statistics at Washington University, St. Louis. He holds a PhD from Yale University. ​Professor Wickerhauser’s research interests include harmonic analysis, wavelets, and numerical algorithms for data compression. He has six US patents and 118 publications, one of which led to an algorithm used by the FBI to encode fingerprint images.
