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Introduction to Financial Mathematics
With Computer Applications
Taschenbuch von Donald R. Chambers (u. a.)
Sprache: Englisch

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Beschreibung
This book's primary objective is to educate aspiring finance professionals about mathematics and computation in the context of financial derivatives. The authors offer a balance of traditional coverage and technology to fill the void between highly mathematical books and broad finance books.
This book's primary objective is to educate aspiring finance professionals about mathematics and computation in the context of financial derivatives. The authors offer a balance of traditional coverage and technology to fill the void between highly mathematical books and broad finance books.
Über den Autor

Donald R. Chambersserved as the Walter E. Hanson KPMG Chair in Finance at Lafayette College in Easton Pennsylvania for 25 years. During that time he worked closely with economics and math-economics undergraduate majors, providing him with an understanding of the needs and abilities of students interested in the intersection of math and finance. Professor Chambers has authored or co-authored approximately 50 research papers in scholarly journals and six books. Professor Chambers served previously as Associate Director of Programs at the CAIA Association, a risk management consultant to the Bank of New York in Manhattan and as a senior portfolio strategist with Karpus Investment Management. He currently serves as a Chief Investment Officer at Biltmore Capital Advisors. These experiences have provided him with a deep and broad knowledge of the practical applications of mathematical finance.

Qin Luhas taught Mathematics at Lafayette College in Easton Pennsylvania for the last 21 years. Trained as an Algebraic Topologist, Professor Lu began her journey in Mathematical Finance in 2003 by taking CFA (Charted Financial Analyst) exams. By passing three rigid tests during three-year period, Professor Lu became CFA charter holder in 2006. There are very few CFA charter holders who are working at colleges/universities, most of them are working in investment industry. During these years at Lafayette, Professor Lu has taught financial mathematics course many times. In addition, she has been NSF REU (Research Experiences for Undergraduates) PI and mentor for multiple years and has guided a lot of undergraduate research through honors thesis and REU program. Professor Chambers and Professor Lu have co-authored 8 papers, one of which was published in a top-three finance journal and it had an undergraduate student coauthor.

Inhaltsverzeichnis

Contents

Preface to the Instructor ......................................................................................xv
Preface to the Student.........................................................................................xix
Acknowledgments...............................................................................................xxi
About the Authors ........................................................................................... xxiii

1. Introduction to Financial Derivatives and Valuation ...........................................1

2. Introduction to Interest Rates, Bonds, and Equities............................................63

3. Fundamentals of Financial Derivative Pricing ....................................................111

4. More about Derivative Pricing .........................................................................211

5. Risk Management and Hedging Strategies .......................................................263

6. Portfolio Management .....................................................................................351

7. Interest Rate Derivatives Modeling and Risk

Management in the HJM Framework...................................................................407

8. Credit Risk and Credit Derivatives....................................................................471

Index ..................................................................................................................549

Details
Erscheinungsjahr: 2024
Genre: Importe, Informatik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
ISBN-13: 9780367752781
ISBN-10: 0367752786
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Chambers, Donald R.
Lu, Qin
Hersteller: Chapman and Hall/CRC
Verantwortliche Person für die EU: Books on Demand GmbH, In de Tarpen 42, D-22848 Norderstedt, info@bod.de
Maße: 234 x 156 x 31 mm
Von/Mit: Donald R. Chambers (u. a.)
Erscheinungsdatum: 26.08.2024
Gewicht: 0,869 kg
Artikel-ID: 129602223
Über den Autor

Donald R. Chambersserved as the Walter E. Hanson KPMG Chair in Finance at Lafayette College in Easton Pennsylvania for 25 years. During that time he worked closely with economics and math-economics undergraduate majors, providing him with an understanding of the needs and abilities of students interested in the intersection of math and finance. Professor Chambers has authored or co-authored approximately 50 research papers in scholarly journals and six books. Professor Chambers served previously as Associate Director of Programs at the CAIA Association, a risk management consultant to the Bank of New York in Manhattan and as a senior portfolio strategist with Karpus Investment Management. He currently serves as a Chief Investment Officer at Biltmore Capital Advisors. These experiences have provided him with a deep and broad knowledge of the practical applications of mathematical finance.

Qin Luhas taught Mathematics at Lafayette College in Easton Pennsylvania for the last 21 years. Trained as an Algebraic Topologist, Professor Lu began her journey in Mathematical Finance in 2003 by taking CFA (Charted Financial Analyst) exams. By passing three rigid tests during three-year period, Professor Lu became CFA charter holder in 2006. There are very few CFA charter holders who are working at colleges/universities, most of them are working in investment industry. During these years at Lafayette, Professor Lu has taught financial mathematics course many times. In addition, she has been NSF REU (Research Experiences for Undergraduates) PI and mentor for multiple years and has guided a lot of undergraduate research through honors thesis and REU program. Professor Chambers and Professor Lu have co-authored 8 papers, one of which was published in a top-three finance journal and it had an undergraduate student coauthor.

Inhaltsverzeichnis

Contents

Preface to the Instructor ......................................................................................xv
Preface to the Student.........................................................................................xix
Acknowledgments...............................................................................................xxi
About the Authors ........................................................................................... xxiii

1. Introduction to Financial Derivatives and Valuation ...........................................1

2. Introduction to Interest Rates, Bonds, and Equities............................................63

3. Fundamentals of Financial Derivative Pricing ....................................................111

4. More about Derivative Pricing .........................................................................211

5. Risk Management and Hedging Strategies .......................................................263

6. Portfolio Management .....................................................................................351

7. Interest Rate Derivatives Modeling and Risk

Management in the HJM Framework...................................................................407

8. Credit Risk and Credit Derivatives....................................................................471

Index ..................................................................................................................549

Details
Erscheinungsjahr: 2024
Genre: Importe, Informatik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
ISBN-13: 9780367752781
ISBN-10: 0367752786
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Chambers, Donald R.
Lu, Qin
Hersteller: Chapman and Hall/CRC
Verantwortliche Person für die EU: Books on Demand GmbH, In de Tarpen 42, D-22848 Norderstedt, info@bod.de
Maße: 234 x 156 x 31 mm
Von/Mit: Donald R. Chambers (u. a.)
Erscheinungsdatum: 26.08.2024
Gewicht: 0,869 kg
Artikel-ID: 129602223
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