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Mathematical Methods and Quantum Mathematics for Economics and Finance
Engelsk Paperback
Mathematical Methods and Quantum Mathematics for Economics and Finance
Engelsk Paperback

764 kr
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6 - 8 hverdage

Om denne bog
Given the rapid pace of development in economics and finance, a concise and up-to-date introduction to mathematical methods has become a prerequisite for all graduate students, even those not specializing in quantitative finance. This book offers an introductory text on mathematical methods for graduate students of economics and finance-and leading to the more advanced subject of quantum mathematics.
 
The content is divided into five major sections: mathematical methods are covered in the first four sections, and can be taught in one semester. The book begins by focusing on the core subjects of linear algebra and calculus, before moving on to the more advanced topics of probability theory and stochastic calculus. Detailed derivations of the Black-Scholes and Merton equations are provided - in order to clarify the mathematical underpinnings of stochastic calculus. Each chapter of the first four sections includes a problem set, chiefly drawn from economics and finance.
  
In turn, section five addresses quantum mathematics. The mathematical topics covered in the first four sections are sufficient for the study of quantum mathematics; Black-Scholes option theory and Merton''s theory of corporate debt are among topics analyzed using quantum mathematics.
Product detaljer
Sprog:
Engelsk
Sider:
432
ISBN-13:
9789811566134
Indbinding:
Paperback
Udgave:
ISBN-10:
9811566135
Udg. Dato:
12 aug 2021
Længde:
28mm
Bredde:
235mm
Højde:
155mm
Forlag:
Springer Verlag, Singapore
Oplagsdato:
12 aug 2021
Forfatter(e):
Kategori sammenhænge