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Introduction to Quantitative Methods for Financial Markets

Paperback Engels 2013 2013e druk 9783034805186
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Samenvatting

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.

Specificaties

ISBN13:9783034805186
Taal:Engels
Bindwijze:paperback
Aantal pagina's:191
Uitgever:Springer Basel
Druk:2013

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Inhoudsopgave

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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          Introduction to Quantitative Methods for Financial Markets