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.
| ISBN: | 9783034805186 |
| Publication date: | 24th July 2013 |
| Author: | Hansjörg Albrecher |
| Publisher: | Birkhauser an imprint of Springer Basel |
| Format: | Paperback |
| Pagination: | 196 pages |
| Series: | Compact Textbooks in Mathematics |
| Genres: |
Game theory Applied mathematics Economic theory and philosophy Economics, Finance, Business and Management |
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.
Introduction to Quantitative Methods for Financial Markets features in the following genres: Game theory, Applied mathematics, Economic theory and philosophy, Economics, Finance, Business and Management
Paperback. Not Available.
Introduction to Quantitative Methods for Financial Markets was written by Hansjörg Albrecher and published by Birkhauser an imprint of Springer Basel
Introduction to Quantitative Methods for Financial Markets has 196 pages
Yes it is part of Compact Textbooks in Mathematics series