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OverviewAmong 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. Full Product DetailsAuthor: Simone CalogeroPublisher: Society for Industrial & Applied Mathematics,U.S. Imprint: Society for Industrial & Applied Mathematics,U.S. Weight: 0.358kg ISBN: 9781611977639ISBN 10: 1611977630 Pages: 288 Publication Date: 31 July 2023 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: In Print ![]() This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsReviewsAuthor InformationSimone Calogero is a professor of mathematics at the Chalmers University of Technology in Gothenburg, Sweden. His research includes topics in partial differential equations, applied mathematics, and mathematical physics. Tab Content 6Author Website:Countries AvailableAll regions |