Introduction to Quantitative Methods for Financial Markets

Details

Serval ID
serval:BIB_63155B912144
Type
Book:A book with an explicit publisher.
Collection
Publications
Institution
Title
Introduction to Quantitative Methods for Financial Markets
Author(s)
Albrecher H., Binder A., Lautscham V., Mayer P.
Publisher
Birkhaeuser
Address of publication
Basel
ISBN
978-3-0348-0518-6 (Print)
978-3-0348-0519-3 (Online)
Publication state
Published
Issued date
2013
Language
english
Number of pages
191
Abstract
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.
Create date
09/07/2012 15:25
Last modification date
20/08/2019 14:19
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