ENGLISH

Introduction to Quantitative Methods for Financial Markets

By Andreas Binder , Hansjoerg Albrecher , Volkmar Lautscham , Philipp Mayer (auth.)

Book information

Publisher
Birkhäuser Basel
Year
2013
ISBN
978-3-0348-0518-6, 978-3-0348-0519-3
DOI
10.1007/978-3-0348-0519-3
Language
english
Format
PDF
Filesize
2 MB (2606813 bytes)
Series
Compact Textbooks in Mathematics
Edition
1
Pages
191\190
Topic
Economy
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
EconomicsGame TheorySocial and Behav. Sciences; Game Theory/Mathematic

Description

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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