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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| Main Author: | |
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| Other Authors: | , , |
| Format: | eBook |
| Language: | English |
| Published: |
Basel
Springer Basel
2013.
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| Series: | Compact Textbooks in Mathematics
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| Subjects: | |
| Online Access: | Click here to view the full text content |
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| Summary: | 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. |
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| Physical Description: | 1 online resource (IX, 191 pages) 48 illustration, 10 illustration in colour. |
| ISBN: | 9783034805193 |
| ISSN: | 2296-4568 |