A First Course in Quantitative Finance
(Sprache: Englisch)
Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.
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Produktinformationen zu „A First Course in Quantitative Finance “
Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.
Klappentext zu „A First Course in Quantitative Finance “
Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.
Inhaltsverzeichnis zu „A First Course in Quantitative Finance “
1. Introduction; Part I. Technical Basics: 2. A primer on probability; 3. Vector spaces; 4. Utility theory; Part II. Financial Markets and Portfolio Theory: 5. Architecture of financial markets; 6. Modern portfolio theory; 7. CAPM and APT; 8. Portfolio performance and management; 9. Financial economics; 10. Behavioral finance; Part III. Derivatives: 11. Forwards, futures and options; 12. The binomial model; 13. The Black¿Scholes theory; 14. Exotics in the Black¿Scholes model; 15. Deterministic volatility; 16. Stochastic volatility; 17. Processes with jumps; Part IV. The Fixed-Income World: 18. Basic fixed-income instruments; 19. Plain vanilla fixed-income derivatives; 20. Term structure models; 21. The LIBOR market model; Appendix A. Complex analysis; Appendix B. Solutions to problems.
Autoren-Porträt von Thomas Mazzoni
Thomas Mazzoni has lectured at the University of Hagen and the Dortmund Business School and is now based at the Universität Greifswald, Germany, where he received the 2014 award for excellence in teaching and outstanding dedication.
Bibliographische Angaben
- Autor: Thomas Mazzoni
- 2018, 598 Seiten, 141 Schwarz-Weiß-Abbildungen, Maße: 17,8 x 25,4 cm, Kartoniert (TB), Englisch
- Verlag: Cambridge University Press
- ISBN-10: 1108411436
- ISBN-13: 9781108411431
- Erscheinungsdatum: 17.03.2018
Sprache:
Englisch
Pressezitat
'A First Course in Quantitative Finance is a gentle introduction in a complicated subject. It covers most important topics - such as portfolio optimisation, derivative pricing, and fixed income products - and discusses them from the perspective of financial economics and financial mathematics. It provides the necessary mathematical background, contains the financial discussion, and is full of illustrative examples. It will be useful for anyone who wants to study the subject area on an advanced level.' Rüdiger Kiesel, Universität Duisburg-Essen
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