000			03626nam a22004335i 4500
999			_c387769 _d387769
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003			ES-MaUEC
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007			cr nn 008mamaa
008			220601s2010 sz | s |||| 0|eng d
020			_a9783031023996
024	7		_a10.1007/978-3-031-02399-6 _2doi
040			_aES-MaUEC _bspa _cES-MaUEC _dES-MaUEC
050		4	_aHG6024.A3 _b2010 EB
100			_aAnderson, D. Greg _eautor _4aut _4http://id.loc.gov/vocabulary/relators/aut _988952
245	1	0	_aLectures on Financial Mathematics _bDiscrete Asset Pricing _cby Greg Anderson, Alec Kercheval
250			_a1st edition 2010
264		1	_aCham _bSpringer International Publishing _c2010
300			_a1 recurso en línea (XI, 51 páginas)
336			_atexto _btxt _2rdacontent
337			_aelectrónico _bc _2rdamedia
338			_arecurso electrónico _bcr _2rdacarrier
347			_aarchivo de texto _bPDF
490	0		_aSynthesis Lectures on Mathematics & Statistics _x1938-1751
505	0		_aOverture: Single-Period Models -- The General Discrete Model -- The Fundamental Theorems of Asset Pricing -- Forwards and Futures -- Incomplete Markets.
520			_aThis is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is the set of possible trading times--this includes the popular binomial tree model. This setting has the advantage of being fairly general while not requiring a sophisticated understanding of analysis at the graduate level. Topics include understanding the several variants of "arbitrage", the fundamental theorems of asset pricing in terms of martingale measures, and applications to forwards and futures. The authors' motivation is to present the material in a way that clarifies as much as possible why the often confusing basic facts are true. Therefore the ideas are organized from a mathematical point of view with the emphasis on understanding exactly what is under the hood and how it works. Every effort is made to include complete explanations and proofs, and the reader is encouraged to work through the exercises throughout the book. The intended audience is students and other readers who have an undergraduate background in mathematics, including exposure to linear algebra, some advanced calculus, and basic probability. The book has been used in earlier forms with students in the MS program in Financial Mathematics at Florida State University, and is a suitable text for students at that level. Students who seek a second look at these topics may also find this book useful. Table of Contents: Overture: Single-Period Models / The General Discrete Model / The Fundamental Theorems of Asset Pricing / Forwards and Futures / Incomplete Markets.
988			_aSynthesis Collection of Technology_2010
650		7	_2embne _9152566 _aProductos financieros derivados
650		7	_2embne _9140886 _aMatemáticas financieras
650		7	_2embne _9677802 _aActivos (Contabilidad)
700	1		_aKercheval, Alec N. _eautor _4aut _4http://id.loc.gov/vocabulary/relators/aut _9687980
776	0	8	_iPrinted edition: _z9783031012716
776	0	8	_iPrinted edition: _z9783031035272
856	4	0	_uhttps://go.openathens.net/redirector/universidadeuropea.es?url=https://doi.org/10.1007/978-3-031-02399-6 _zAcceso a este recurso digital (usuarios Universidad Europea de Madrid)
942			_2lcc _cLE
998			_b04/2023 _dz _esc _zSI