【2015新书】Risk Neutral Pricing and Financial Mathematics: A Primer

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图书名称：Risk Neutral Pricing and Financial Mathematics: A Primer
作者：Peter M. Knopf , John L. Teall
出版社： Academic Press; 1 (2015年8月31日)
页数：330
出版时间：2015                        
语言：English
格式：pdf
ISBN: 0128015349

A self-contained and well-balanced financial modeling textbook ideally suitable for both business school and engineering school.  It also offers an intuitive and applied orientation approach for professional training and self-study."  --K.C. Chang, George Mason University
Peter Knopf received his Ph.D. in mathematics from Cornell Univesity. He has published in the Journal of Difference Equations and Applications and the Journal of Mathematical Analysis and Applications. He developed a mathematical model for the allocation of fuel for the entire fleet of aircraft that was used by American Airlines for over ten years, and in 1997 he achieved the title of National Master from the United States Chess Federation.

John Teall is the Jackson Tai '72 Clinical Professor of Finance at Renssalear Polytechnic University. He is a former member of the American Stock Exchange and has served as a consultant to Deutsche Bank, Goldman Sachs, and other financial institutions.

• Introduction and Overview
• Probability and Risk
• Discrete Time and State Models
• Continuous Time and State Models
• An Introduction to Stochastic Processes and Applications
• Fundamentals of Stochastic Calculus and Black-Scholes
• Further Applications of Black-Scholes
• Mean-Reverting Processes
  

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