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A First Course in Options Pricing Theory (Other Titles in Applied Mathematics)

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£68.00 £48.19 £52.51 £56.83 £61.16 £65.48 £69.80 01 June 2025 01 August 2025 01 October 2025 01 December 2025 31 January 2026

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27 days 62 days 59 days 45 days 1 day 4 days 2 days 45 days · current 0 16 31 47 62 £50 £57 £59 £60 £62 £64 £66 £68 Days at Price

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Most common price: £57 (62 days, 25.3%)

Price range: £50 - £68

Price levels: 8 different prices over 245 days

Description

Among the many branches of applied mathematics, options pricing theory occupies a unique position: it utilizes a wide range of advanced mathematical concepts, making it appealing to mathematicians, and it is regularly applied at financial institutions, making it indispensable to practitioners. The emergence of artificial intelligence in the financial industry has led to further interest in mathematical finance and has increased the demand for literature on this subject that is accessible to a large audience. This book presents a self-contained introduction to options pricing theory and includes a complete discussion of the required concepts in finance and probability theory; an introduction to basic models, emphasizing both critical thinking and practical applications; and over 200 exercises, several Python codes for the analysis and application of the options pricing models, and numerical projects intended to help close the gap between theory and practice. A First Course in Options Pricing Theory is suitable for an advanced undergraduate course on financial mathematics and options pricing theory in engineering, computer science, and applied mathematics programs. The reader is assumed to be familiar with the standard material in calculus and linear algebra. Stochastic calculus is not used in the book.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
31 July 2023
Listed Since
21 April 2023

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