Mathematical Finance by Mark H A Davis
Now a vital part of modern economies, the rapid growth of the finance industry in recent decades is largely due to the development of mathematical methods such as the theory of arbitrage. Asset valuation, credit trading, and fund management, now depend on these mathematical tools. Mark Davis explains the theories and their applications.
Only a scholar of the highest order could provide the depth, breadth, clarity, precision, and brevity to be found in this workEnjoy the resulting gem. * Dilip B. Madan, Professor of Finance, Robert H. Smith School of Business *
This elegant little book will enthral readers looking for a clear sense of what mathematical finance is all about. Each chapter captures the essential ideas within a different aspect of the subject, without burying readers in abstruse models. Davis knows the subject so well, from both the mathematical and practical viewpoints, that he can make it accessible, relevant, and correct, all at the same time. * Darrell Duffie, Dean Witter Distinguished Professor of Finance, Stanford University *
With concise explanations of the most important financial mathematical correlations and the mathematical formulas necessary for them, this book represents a successful very short introduction into this complex topic. * zbMATH *
This elegant little book will enthral readers looking for a clear sense of what mathematical finance is all about. Each chapter captures the essential ideas within a different aspect of the subject, without burying readers in abstruse models. Davis knows the subject so well, from both the mathematical and practical viewpoints, that he can make it accessible, relevant, and correct, all at the same time. * Darrell Duffie, Dean Witter Distinguished Professor of Finance, Stanford University *
With concise explanations of the most important financial mathematical correlations and the mathematical formulas necessary for them, this book represents a successful very short introduction into this complex topic. * zbMATH *
Professor Mark Davis is Senior Research Fellow at the Department of Mathematics at Imperial College, London. With a PhD from the University of California, Berkeley, a background in electrical engineering and computer science, and an ScD in Mathematics from Cambridge University, Professor Davis spent five years as Head of Research and Product Development at the London-based investment bank Tokyo-Mitsubishi International, before setting up a Mathematical Finance group at Imperial College London. He was awarded the Naylor Prize in Applied Mathematics by the London Mathematical Society in 2002. He is the author of six books on stochastic analysis, optimisation and finance, most recently Risk-Sensitive Investment Management (World Scientific 2014), written with Sébastien Lleo.
| SKU | Unavailable |
| ISBN 13 | 9780198787945 |
| ISBN 10 | 0198787944 |
| Title | Mathematical Finance |
| Author | Mark H A Davis |
| Series | Very Short Introductions |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Oxford University Press |
| Year published | 2019-01-24 |
| Number of pages | 160 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |