This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance.
This course is designed to teach you those concepts in a way that is accessible and immediately useful. Professor Schwartz’s varied and successful background in business, investment banking, and academics includes being the recipient of Boston University’s Metcalf Prize for distinguished teaching, making him an ideal choice to teach this course. His lectures are illustrated with computer-generated graphics to display financial statements, definitions, formulas, and equations. One concept at a time, he clearly explains many of the crucial aspects of the world of business and how they are connected to one another.
Financial Engineering Principles: A Unified Theory for Financial Product Analysis and Valuation (Wiley Finance)
"Quite simply, he’s done it again. Building upon his previous writings from the fixed income markets, Beaumont has successfully applied his practical hands-on style to bring us a fresh cross-market perspective of bonds, equities, and currencies. Financial Engineering Principles now occupies that portion of my bookshelf reserved for texts with long shelf-life and little dust." –Steve Oristaglio Senior Managing Director, Co-head of Investments, Putnam "This book provides a sophisticated understanding of finance, using commonsense explanations that do not depend on obscure jargon or advanced-level mathematics." –Martin Fridson Publisher, Leverage World
The Motley Fool: You have More Than You Think : The Foolish Guide To Personal Finance
The Completely Revised and Expanded Edition of the New York Times Bestseller That Focuses on Personal Finance for Every Budget -- and Every Stage of Life
