A First Course in Options Pricing Theory is popular PDF and ePub book, written by Simone Calogero in 2023-06-01, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, A First Course in Options Pricing Theory can be Read Online from any device for your convenience.

A First Course in Options Pricing Theory Book PDF Summary

Among the many branches of applied mathematics, options pricing theory occupies a unique position: it utilizes a wide range of advanced mathematical concepts, making it appealing to mathematicians, and it is regularly applied at financial institutions, making it indispensable to practitioners. The emergence of artificial intelligence in the financial industry has led to further interest in mathematical finance and has increased the demand for literature on this subject that is accessible to a large audience. This book presents a self-contained introduction to options pricing theory and includes a complete discussion of the required concepts in finance and probability theory; an introduction to basic models, emphasizing both critical thinking and practical applications; and over 200 exercises, several Python codes for the analysis and application of the options pricing models, and numerical projects intended to help close the gap between theory and practice. A First Course in Options Pricing Theory is suitable for an advanced undergraduate course on financial mathematics and options pricing theory in engineering, computer science, and applied mathematics programs. The reader is assumed to be familiar with the standard material in calculus and linear algebra. Stochastic calculus is not used in the book.

Detail Book of A First Course in Options Pricing Theory PDF

A First Course in Options Pricing Theory
  • Author : Simone Calogero
  • Release : 01 June 2023
  • Publisher : SIAM
  • ISBN : 9781611977646
  • Genre : Mathematics
  • Total Page : 299 pages
  • Language : English
  • PDF File Size : 14,9 Mb

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