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003 IIITD
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020 _a9780198787945
040 _aIIITD
082 _a650.015
_bDAV-M
100 _aDavis, Mark H. A.
245 _aMathematical finance :
_ba very short introduction
_cby Mark H. A. Davis
260 _aNew York :
_bOxford University Press,
_c©2019
300 _axxiv, 133 p. :
_bill. ;
_c18 cm.
490 _aVery short introductions ;
_v592
504 _aFormerly CIP. Includes bibliographical references (pages 125-128) and index.
505 _t1. Money, banking, and financial markets
_t2. Quantifying risk
_t3. The classical theory of option pricing
_t4. Interest rates
_t5. Credit risk
_t6. Fund management
_t7. Risk management
_t8. The banking crisis and its aftermath
520 _aIn recent years the finance industry has mushroomed to become an important part of modern economies. Growing hand-in-hand with these developments, the field of mathematical finance saw insightful ideas about asset valuation turn into a mathematical 'theory of arbitrage'. New challenges now arise as technology revolutionizes the practice of trading, and the ongoing fallout from the 2008 financial crisis is dealt with. Mark Davis introduces readers with a mathematical bent to arbitrage theory and why it works the way it does. For anybody who is curious about the workings of modern finance, this book offers a comprehensive survey of the most pressing issues in the field today.
650 _aMathematical
650 _aFinance
942 _2ddc
_cBK
999 _c171451
_d171451