Financial Mathematics

List of Figures and Tables

Preface

I Introduction to Pricing and Management of Financial Securities

1 Mathematics of Compounding
2 Primer on Pricing Risky Securities

3 Portfolio Management

4 Primer on Derivative Securities

II Discrete-Time Modelling

5 Single-Period Arrow-Debreu Models

6 Introduction to Discrete-Time Stochastic Calculus

7 Replication and Pricing in the Binomial Tree Model

8 General Multi-Asset Multi-Period Model

Appendices

A Elementary Probability Theory

B Glossary of Symbols and Abbreviations

C Answers and Hints to Exercises

References

Index

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• Gestão da produção e do controlo de qualidade
• Economia estatística
• Matemática aplicada
• Finanças e contabilidade

Arrow Debreu model;risk management techniques;probability theory applications;multi asset modelling;financial engineering methods;quantitative finance education;discrete time asset pricing theory