id: 06447913
dt: b
an: 2015f.00921
au: Evstigneev, Igor; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner
ti: Mathematical financial economics. A basic introduction.
so: Springer Texts in Business and Economics. Cham: Springer (ISBN
978-3-319-16570-7/hbk; 978-3-319-16571-4/ebook). ix, 224~p. (2015).
py: 2015
pu: Cham: Springer
la: EN
cc: M35 M45
ut:
ci:
li: doi:10.1007/978-3-319-16571-4
ab: Publisher’s description: This textbook is an elementary introduction to
the key topics in mathematical finance and financial economics ‒ two
realms of ideas that substantially overlap but are often treated
separately from each other. Our goal is to present the highlights in
the field, with the emphasis on the financial and economic content of
the models, concepts and results. The book provides a novel, unified
treatment of the subject by deriving each topic from common fundamental
principles and showing the interrelations between the key themes.
Although the presentation is fully rigorous, with some rare and clearly
marked exceptions, the book restricts itself to the use of only
elementary mathematical concepts and techniques. No advanced
mathematics (such as stochastic calculus) is used.
rv: