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Introduction to Quantitative Methods for Financial Markets

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 mathem...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Albrecher, Hansjoerg (Autor), Binder, Andreas (Autor), Lautscham, Volkmar (Autor), Mayer, Philipp (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Basel : Springer Basel : Imprint: Birkhäuser, 2013.
Edición:1st ed. 2013.
Colección:Compact Textbooks in Mathematics,
Temas:
Acceso en línea:Texto Completo
Descripción
Sumario: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.
Descripción Física:IX, 191 p. 48 illus., 10 illus. in color. online resource.
ISBN:9783034805193
ISSN:2296-455X