dstefan
Baruch MFE Director
- Joined
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Second Editions of A Primer for the Mathematics of Financial Engineering and Solutions Manual - A Primer for the Mathematics of Financial Engineering by Dan Stefanica were published in March 2011.
A 15% discount off the list price is offered when the books are purchased together from this page.
The First Editions, published in 2008, were 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 many practitioners from the financial industry, and were the top two QuantNet bestselling books of 2010.
The Primer and its Solutions Manual are the first books in the Financial Engineering Advanced Background Series.
________________________________________________________________________
Title: A Primer for the Mathematics of Financial Engineering, Second Edition
Author: Dan Stefanica
Softcover: 352 pages
Publisher: Financial Engineering Press
Table of Contents: see attached
FE Press page and Sample sections: http://www.fepress.org/primer-second-ed/
FE Press Price: $43.40 (List Price: $62)
Amazon page: http://tinyurl.com/5rquyt6
________________________________________________________________________
Title: Solutions Manual: A Primer for the Mathematics of Financial Engineering, Second Edition
Author: Dan Stefanica
Softcover: 280 pages
Publisher: Financial Engineering Press
FE Press page: http://www.fepress.org/sol-man-primer-second-ed/
FE Press Price: $28 (List Price: $40)
Amazon page: http://tinyurl.com/66ynlzh
______________________________________________________________
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.
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
________________________________________________________________________
The Solutions Manual to the Second Edition of A Primer for the Mathematics of Financial Engineeringoffers the reader the opportunity to undertake a rigorous self-study of the mathematical topics presented in the Math Primer, with the goal of achieving a deeper understanding of the financial applications therein.
Studying the material from the Math Primer and using the Solutions Manual as a companion is an efficient way to ensure that the reader can solve every exercise, therefore achieving a deeper understanding of the financial applications therein.
________________________________________________________________________
About the Author
Dan Stefanica has been the Director of the Financial Engineering Masters Program at Baruch College, City University of New York, since its inception in 2002. He teaches graduate courses on numerical methods for financial engineering, as well as pre-program courses on advanced calculus and numerical linear algebra with financial applications. He has a PhD in Applied Mathematics from New York University and taught previously at the Massachusetts Institute of Technology.
A 15% discount off the list price is offered when the books are purchased together from this page.
The First Editions, published in 2008, were 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 many practitioners from the financial industry, and were the top two QuantNet bestselling books of 2010.
The Primer and its Solutions Manual are the first books in the Financial Engineering Advanced Background Series.
________________________________________________________________________
Title: A Primer for the Mathematics of Financial Engineering, Second Edition
Author: Dan Stefanica
Softcover: 352 pages
Publisher: Financial Engineering Press
Table of Contents: see attached
FE Press page and Sample sections: http://www.fepress.org/primer-second-ed/
FE Press Price: $43.40 (List Price: $62)
Amazon page: http://tinyurl.com/5rquyt6
________________________________________________________________________
Title: Solutions Manual: A Primer for the Mathematics of Financial Engineering, Second Edition
Author: Dan Stefanica
Softcover: 280 pages
Publisher: Financial Engineering Press
FE Press page: http://www.fepress.org/sol-man-primer-second-ed/
FE Press Price: $28 (List Price: $40)
Amazon page: http://tinyurl.com/66ynlzh
______________________________________________________________
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.
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
________________________________________________________________________
The Solutions Manual to the Second Edition of A Primer for the Mathematics of Financial Engineeringoffers the reader the opportunity to undertake a rigorous self-study of the mathematical topics presented in the Math Primer, with the goal of achieving a deeper understanding of the financial applications therein.
Studying the material from the Math Primer and using the Solutions Manual as a companion is an efficient way to ensure that the reader can solve every exercise, therefore achieving a deeper understanding of the financial applications therein.
________________________________________________________________________
About the Author
Dan Stefanica has been the Director of the Financial Engineering Masters Program at Baruch College, City University of New York, since its inception in 2002. He teaches graduate courses on numerical methods for financial engineering, as well as pre-program courses on advanced calculus and numerical linear algebra with financial applications. He has a PhD in Applied Mathematics from New York University and taught previously at the Massachusetts Institute of Technology.
