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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Basel :
Springer Basel : Imprint: Birkhäuser,
2013.
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| Edición: | 1st ed. 2013. |
| Colección: | Compact Textbooks in Mathematics,
|
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-3-0348-0519-3 | ||
| 003 | DE-He213 | ||
| 005 | 20220119131913.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 130628s2013 sz | s |||| 0|eng d | ||
| 020 | |a 9783034805193 |9 978-3-0348-0519-3 | ||
| 024 | 7 | |a 10.1007/978-3-0348-0519-3 |2 doi | |
| 050 | 4 | |a QA269-272 | |
| 072 | 7 | |a PBUD |2 bicssc | |
| 072 | 7 | |a MAT011000 |2 bisacsh | |
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| 082 | 0 | 4 | |a 519.3 |2 23 |
| 100 | 1 | |a Albrecher, Hansjoerg. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Introduction to Quantitative Methods for Financial Markets |h [electronic resource] / |c by Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer. |
| 250 | |a 1st ed. 2013. | ||
| 264 | 1 | |a Basel : |b Springer Basel : |b Imprint: Birkhäuser, |c 2013. | |
| 300 | |a IX, 191 p. 48 illus., 10 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Compact Textbooks in Mathematics, |x 2296-455X | |
| 505 | 0 | |a I Interest Rates -- II Financial Products -- III The No-Arbitrage Principle -- IV European and American Options -- The Binomial Option Pricing Model -- VI The Black-Scholes Model -- VII The Black-Scholes Formula -- VIII Stock-Price Models -- IX Interest Rate Models and the Valuation of Interest Rate Derivatives -- X Numerical Tools -- XI Simulation Methods -- XII Calibrating Models - Inverse Problems -- XIII Case Studies: Exotic Derivatives -- XIV Portfolio-Optimization -- XV Introduction to Credit Risk Models. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Game theory. | |
| 650 | 0 | |a Econometrics. | |
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 1 | 4 | |a Game Theory. |
| 650 | 2 | 4 | |a Quantitative Economics. |
| 650 | 2 | 4 | |a Mathematics in Business, Economics and Finance. |
| 700 | 1 | |a Binder, Andreas. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Lautscham, Volkmar. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Mayer, Philipp. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783034805209 |
| 776 | 0 | 8 | |i Printed edition: |z 9783034805186 |
| 830 | 0 | |a Compact Textbooks in Mathematics, |x 2296-455X | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-0348-0519-3 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||