This book seeks to replace existing books with a more rigorous stand-alone text that covers fewer examples but with more proofs, and also provides example computer programs, mainly in Octave/Matlab but also as spreadsheets and Macsyma scripts, with which students may experiment on real data, The goal is to fill the large gaps between math-less finance texts, purely theoretical economics texts, and specific software-focused engineering texts. The book will cover both discrete and continuous models. Unique coverage includes computing implied volatility and fitting discrete models to market data.[Calc and Octave], fundamental theorems of asset pricing as an introduction to linear algebra and convex analysis.[more advanced proofs, with some calculations in Octave].

Book Information
ISBN 9781032359854
Author Mladen Victor Wickerhauser
Format Hardback
Page Count 320
Imprint Taylor & Francis Ltd
Publisher Taylor & Francis Ltd
Weight(grams) 156g