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:
Game theory.
Econometrics.
Social sciences-Mathematics.
Game Theory.
Quantitative Economics.
Mathematics in Business, Economics and Finance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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