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Introducing Financial Mathematics on Hardback by Mladen Victor Wickerhauser
Introducing Financial Mathematics on Hardback by Mladen Victor Wickerhauser
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Introducing Financial Mathematics

Theory, Binomial Models, and Applications
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Description

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 also spreadsheets and Macsyma scripts, with which students may experiment on real data.The text's unique coverage is in its contemporary combination of discrete and continuous models to compute implied volatility and fit models to market data. The goal is to bridge the large gaps among nonmathematical finance texts, purely theoretical economics texts, and specific software-focused engineering texts.

Author 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.
Release date Australia
November 9th, 2022
Audience
  • Tertiary Education (US: College)
Illustrations
10 Tables, black and white; 6 Line drawings, color; 13 Line drawings, black and white; 19 Illustrations, black and white
Pages
292
ISBN-13
9781032359854
Product ID
35819407

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