Thanks so much to economicist for making this book request on Patreon!
Today we have a pretty neat book on mathematical finance. Anyone that is interested in learning about the subject can do so using this book. All that is required is calculus and some knowledge of reading and writing mathematical proofs. I actually forgot to mention the other very good book on mathematical finance by Saari. Saari assumes much more of the reader in an entire calculus sequence, probability, and differential equations. I do appreciate the explanations in Saari much more as they are much, much more intuitive and easier to read. Linked below.
As far as the channel update goes, I am thankful to each and every one of you. Know that I will continue the book requests that are pending, but going forward I want to branch out into different types of content. I will do the occasional book discussion/video, but that type of video will not be the primary focal point of the channel, as it is now. I am not complaining (or at least that is not my intent), but rather communicating my goals of the channel. Any negativity will be ignored and you will be prevented from ever commenting again on videos from our community.
Thank you all so much and feel free to reach out whenever via email, social media, or the comments here on KZitem!
Affiliate links:
A Primer for the Mathematics of Financial Engineering 2nd ed. by Dan Stefanica: amzn.to/3UV03jm
Mathematics of Finance by Saari: amzn.to/3UTob60
Partial Differential Equations for Scientists and Engineers by Farlow: amzn.to/4bdzNqf
Solutions Manual for A Primer for the Mathematics of Financial Engineering 2nd ed. by Dan Stefanica: amzn.to/4dy1qvE
Timestamps:
0:00 Contents
1:08 Prerequisites
1:58 Chapter 1: Calculus Review
2:48 Chapter 1: Call and Put Options
7:46 Chapter 2: Numerical Integration and Math Software
8:59: Chapter 3: Probability
10:00 Chapter 3: Black Scholes and the Greeks
12:05 Chapter 7: Finite Differences and the Black Scholes PDE
17:33 Channel Update
Негізгі бет Ғылым және технология Financial Engineering for EVERYONE! (Patreon Request) - Stefanica
Пікірлер: 12