000			02121nam a2200337 4500
001			OTLid0000747
003			MnU
005			20201105133356.0
006			m o d s
008			190721s2019 mnu o 0 0 eng d
040			_aMnU _beng _cMnU
050		4	_aQA37.3
245	0	0	_aIntroduction to Financial Mathematics Concepts and Computational Methods _cArash Fahim
264		2	_bOpen Textbook Library
264		1	_bFlorida State University
300			_a1 online resource
490	0		_aOpen textbook library.
505	0		_a1 Preliminaries of finance and risk managemetn -- 2 Modeling financial assets in discrete-time markets -- 3 Modelling financial asserts in cotinuous-time -- 4 American options
520	0		_aIntroduction to Financial Mathematics: Concepts and Computational Methods serves as a primer in financial mathematics with a focus on conceptual understanding of models and problem solving. It includes the mathematical background needed for risk management, such as probability theory, optimization, and the like. The goal of the book is to expose the reader to a wide range of basic problems, some of which emphasize analytic ability, some requiring programming techniques and others focusing on statistical data analysis. In addition, it covers some areas which are outside the scope of mainstream financial mathematics textbooks. For example, it presents marginal account setting by the CCP and systemic risk, and a brief overview of the model risk. Inline exercises and examples are included to help students prepare for exams on this book.
542	1		_fAttribution-NonCommercial-ShareAlike
546			_aIn English.
588	0		_aDescription based on online resource
650		0	_aMathematics _vTextbooks
700	1		_aFahim, Arash _eauthor
710	2		_aOpen Textbook Library _edistributor
856	4	0	_uhttps://open.umn.edu/opentextbooks/textbooks/747 _zAccess online version
999			_c20096 _d20096