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Introduction to Quantitative Methods for Financial Markets
Albrecher, Hansjorg; Binder, Andreas; Lautscham, Volkmar; Mayer, Philipp
€ 99.05
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Description for Introduction to Quantitative Methods for Financial Markets
Paperback. This book covers a broad range of topics in financial mathematics and quantitative modeling, from products and concepts, via model development, up to the calibration of models to market data and implementation of pricing algorithms. Series: Compact Textbooks in Mathematics. Num Pages: 191 pages, 38 black & white illustrations, 10 colour illustrations, biography. BIC Classification: KCH; KFFM; PBUD; PBW. Category: (P) Professional & Vocational. Dimension: 235 x 156 x 14. Weight in Grams: 318.
Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly sophisticated quantitative tools and methods. This book serves as an introduction to financial mathematics with special emphasis on aspects relevant in practice. In addition to numerous illustrative examples, algorithmic implementations are demonstrated using "Mathematica" and the software package "UnRisk" (available for both students and teachers). The content is organized in 15 chapters that can be treated as independent modules.
In particular, the exposition is tailored for classroom use in a Bachelor or Master ... Read more
Show LessProduct Details
Format
Paperback
Publication date
2013
Publisher
Springer Basel Switzerland
Number of pages
206
Condition
New
Series
Compact Textbooks in Mathematics
Number of Pages
191
Place of Publication
Basel, Switzerland
ISBN
9783034805186
SKU
V9783034805186
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Albrecher, Hansjorg; Binder, Andreas; Lautscham, Volkmar; Mayer, Philipp
Hansjoerg Albrecher is Professor of Actuarial Science at the Faculty of Business and Economics, University of Lausanne, as well as a Faculty Member of the Swiss Finance Institute. Previous affiliations include the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences in Linz, the University of Linz, the University of Aarhus, K.U. Leuven and Graz ... Read more
Reviews for Introduction to Quantitative Methods for Financial Markets
From the reviews: “The aim of this book is twofold. Firstly to equip the reader with the fundamental mathematical skills associated with modern finance and secondly to relate these skills to practical outcomes. … It is written as an introductory text for senior undergraduates or early graduate students with a reasonable background in mathematics. … For the interested reader ... Read more