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Portfolio Theory and Risk Management
Mastering Mathematical Finance
With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. TheMastering Mathematical Finance
Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and randomMastering Mathematical Finance
The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of option pricing. The discussion of extended markets, the careful attention paid to the requirements for admissible trading strategies, the development ofStochastic Calculus for Finance
Mastering Mathematical Finance
This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and theAn Introduction to Mathematical Reasoning
The purpose of this book is to introduce the basic ideas of mathematical proof to students embarking on university mathematics. The emphasis is on helping the reader in understanding and constructing proofs and writing clear mathematics. This is achieved by exploring set theory, combinatorics and number theory, topics which include many fundamental ideas which are part of the tool kit of anyAn Introduction to Derivative Pricing
The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible accountA Categorical Approach to Order, Metric, and Topology
Encyclopedia of Mathematics and its Applications (Book #153)
Monoidal Topology describes an active research area that, after various past proposals on how to axiomatize 'spaces' in terms of convergence, began to emerge at the beginning of the millennium. It combines Barr's relational presentation of topological spaces in terms of ultrafilter convergence with Lawvere's interpretation of metric spaces as small categories enriched over the extended real halfRepresentation Theory of Finite Groups
Concise, graduate-level exposition of the theory of finite groups, including the theory of modular representations. Topics include representation theory of rings with identity, representation theory of finite groups, applications of the theory of characters, construction of irreducible representations and modular representations. Rudiments of linear algebra and knowledge of group theory helpfulPrinciples of Financial Economics
This new edition provides a rigorous yet accessible graduate-level introduction to financial economics. Since students often find the link between financial economics and equilibrium theory hard to grasp, less attention is given to purely financial topics, such as valuation of derivatives, and more emphasis is placed on making the connection with equilibrium theory explicit and clear. This book