Mathematical Financial Economics

A Basic Introduction

  • Igor V. Evstigneev
  • Thorsten Hens
  • Klaus Reiner Schenk-Hoppé

Part of the Springer Texts in Business and Economics book series (STBE)

Table of contents

  1. Front Matter
    Pages i-ix
  2. Mean-Variance Portfolio Analysis

    1. Front Matter
      Pages 1-1
    2. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 3-9
    3. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 11-18
    4. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 19-25
    5. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 27-32
    6. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 33-41
    7. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 43-51
    8. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 53-59
    9. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 61-67
    10. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 69-81
    11. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 83-102
  3. Derivative Securities Pricing

    1. Front Matter
      Pages 103-103
    2. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 105-114
    3. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 115-123
    4. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 125-135
    5. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 137-144
    6. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 145-155
    7. Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
      Pages 157-165
  4. Growth and Equilibrium

    1. Front Matter
      Pages 167-167

About this book

Introduction

This textbook is an elementary introduction to the key topics in mathematical finance and financial economics - two realms of ideas that substantially overlap but are often treated separately from each other. Our goal is to present the highlights in the field, with the emphasis on the financial and economic content of the models, concepts and results. The book provides a novel, unified treatment of the subject by deriving each topic from common fundamental principles and showing the interrelations between the key themes. Although the presentation is fully rigorous, with some rare and clearly marked exceptions, the book restricts itself to the use of only elementary mathematical concepts and techniques. No advanced mathematics (such as stochastic calculus) is used.

Keywords

Arbitrage pricing Capital growth theory Evolutionary finance Financial economics Mathematical finance Portfolio analysis

Authors and affiliations

  • Igor V. Evstigneev
    • 1
  • Thorsten Hens
    • 2
  • Klaus Reiner Schenk-Hoppé
    • 3
  1. 1.Economics, School of Social SciencesUniversity of ManchesterManchesterUnited Kingdom
  2. 2.Economics, School of Social SciencesUniversity of ManchesterManchesterUnited Kingdom
  3. 3.Economics, School of Social SciencesUniversity of ManchesterManchesterUnited Kingdom

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-16571-4
  • Copyright Information Springer International Publishing Switzerland 2015
  • Publisher Name Springer, Cham
  • eBook Packages Business and Economics
  • Print ISBN 978-3-319-16570-7
  • Online ISBN 978-3-319-16571-4
  • Series Print ISSN 2192-4333
  • Series Online ISSN 2192-4341
  • About this book