Introduction to Quantitative Methods for Financial Markets

Détails

ID Serval
serval:BIB_63155B912144
Type
Livre: un livre et son éditeur.
Collection
Publications
Institution
Titre
Introduction to Quantitative Methods for Financial Markets
Auteur⸱e⸱s
Albrecher H., Binder A., Lautscham V., Mayer P.
Editeur
Birkhaeuser
Lieu d'édition
Basel
ISBN
978-3-0348-0518-6 (Print)
978-3-0348-0519-3 (Online)
Statut éditorial
Publié
Date de publication
2013
Langue
anglais
Nombre de pages
191
Résumé
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 program course, as well as for practitioners who wish to further strengthen their quantitative background.
Création de la notice
09/07/2012 15:25
Dernière modification de la notice
20/08/2019 14:19
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