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Business & Finance - A Primer For The Mathematics Of Financial Engineering, Second Edition (Financial Engineering Advanced Background Series)

Description

Book Synopsis: Reviews for “A Primer for the Mathematics of Financial Engineering”, First Edition:

“One of the hottest degrees on today's campus is a Masters in Financial Engineering. Whether you need to retrieve hallowed memories or just want to familiarize yourself with the mathematics underlying this degree, this unique book offers a terrific return on investment.” --Peter Carr, PhD Global Head of Modeling, Morgan Stanley; Director of the Masters Program in Mathematical Finance, Courant Institute, NYU
“This is the book I always recommend to people who ask about their mathematics before doing an MFE, and a few people could do with reading it after as well.” --Dominic Connor Director, P&D Quantitative Recruitment

NEW TOPICS: Dollar duration, Dollar convexity, DV01; the effect of parallel shifts in the yield curve to changes in bond yields; bond portfolio immunization; arbitraging the Put-Call parity; percentage vs. log returns for individual assets and portfolios; optimum investment portfolios: maximum return portfolios and minimum variance portfolios; the numerical precision of finite difference approximations of the Greeks.

New or expanded sections: new chapter on solving nonlinear problems; expanded Lagrange multipliers sections; streamlined Taylor series and Taylor expansion sections; Mathematical Appendix at the end of the book.

This book builds the solid mathematical foundation required to understand the quantitative models used in financial engineering. It contains 175 exercises, many of these being frequently asked interview questions. A Solutions Manual including detailed solutions to every exercise in the Primer was published by FE Press. International shipping and Errata at www.fepress.org

The First Edition of the Primer was warmly received by a large audience, including students and prospective students of financial engineering programs, academics teaching in such programs or in finance departments, and practitioners from the financial industry. The book proved to be very well suited for self-study, particularly with the addition of the Solutions Manual

Financial applications (selected): Put-Call parity, bond mathematics, numerical computation of bond yields, Black-Scholes model, numerical estimation for Greeks, implied volatility, yield curves bootstrapping

Mathematical topics (selected): numerical approximation of definite integrals; Taylor approximations and Taylor series expansions; finite difference approximations; Stirling's formula, polar coordinates; numerical methods for solving one dimensional problems; Newton's method for higher dimensional problems

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Looking to pursue a career in financial engineering? Look no further than "A Primer for the Mathematics of Financial Engineering, Second Edition." This comprehensive book has received high praise from industry experts, making it an essential investment for anyone seeking success in this field. With a focus on the mathematical foundations of financial engineering, this book equips you with the knowledge needed to excel in quantitative modeling. Plus, with 175 exercises and a Solutions Manual available, you can test your understanding and reinforce your learning. Order your copy today and take your financial engineering skills to new heights.

Unlock the secrets of financial engineering with "A Primer for the Mathematics of Financial Engineering, Second Edition." Written by experts in the field, this book covers a wide range of topics, including bond mathematics, Black-Scholes model, and numerical estimation for Greeks, to name just a few. By delving into the mathematical fundamentals, you'll gain a deeper understanding of the quantitative models used in finance. Whether you're a student, academic, or industry professional, this book is a valuable resource for expanding your knowledge and enhancing your career prospects. Don't miss out on this indispensable tool - order your copy today.

Ready to take your financial engineering skills to the next level? Look no further than "A Primer for the Mathematics of Financial Engineering, Second Edition." This updated edition features new and expanded sections, including a chapter on solving nonlinear problems and streamlined Taylor series and Taylor expansion sections. With the addition of Dollar duration, DV01, and other new topics, you'll have a well-rounded understanding of the subject matter. Plus, with the inclusion of frequently asked interview questions, this book is an invaluable resource for job seekers in the field. Don't miss your chance to gain a competitive edge - order your copy now and get ready to excel in financial engineering.

Ready to dive into the world of financial engineering? "A Primer for the Mathematics of Financial Engineering, Second Edition" is your ticket to success. Designed for self-study, this book is a go-to resource for students, academics, and practitioners alike. With a focus on building a strong mathematical foundation, this book covers everything from numerical computation of bond yields to optimum investment portfolios. The comprehensive exercises, including detailed solutions in the accompanying Solutions Manual, ensure that you grasp the concepts and techniques thoroughly. Take the first step towards mastering financial engineering - order your copy today and embark on a fulfilling and lucrative career.

Want to unlock the potential of financial engineering? "A Primer for the Mathematics of Financial Engineering, Second Edition" is here to guide you. This book covers a wide range of financial applications, including bond mathematics, Put-Call parity, and numerical estimation for Greeks. Alongside these practical applications, you'll also delve into mathematical topics such as Taylor approximations and finite difference approximations. With a focus on real-world problem-solving and ample exercises, this book prepares you for success in financial engineering. Don't miss out on this invaluable resource - order your copy today and elevate your financial engineering skills to new heights.

Order "A Primer for the Mathematics of Financial Engineering, Second Edition" now and unlock the secrets to success in this exciting field.

Disclosure: I get commissions for purchases made through links in this website