Mathematical Techniques in Finance: An Introduction - Couverture rigide

Sadr, Amir

Couverture rigide

ISBN 10 : 1119838401 ISBN 13 : 9781119838401

Editeur : John Wiley & Sons Inc, 2022

Synopsis

Explore the foundations of modern finance with this intuitive mathematical guide

In Mathematical Techniques in Finance: An Introduction, distinguished finance professional Amir Sadr delivers an essential and practical guide to the mathematical foundations of various areas of finance, including corporate finance, investments, risk management, and more.

Readers will discover a wealth of accessible information that reveals the underpinnings of business and finance. You'll learn about:

• Investment theory, including utility theory, mean-variance theory and asset allocation, and the Capital Asset Pricing Model
• Derivatives, including forwards, options, the random walk, and Brownian Motion
• Interest rate curves, including yield curves, interest rate swap curves, and interest rate derivatives

Complete with math reviews, useful Excel functions, and a glossary of financial terms, Mathematical Techniques in Finance: An Introduction is required reading for students and professionals in finance.

A propos du livre

À propos de l'auteur

AMIR SADR, Ph.D. is a highly sought-after expert in fixed income and interest rate derivatives. He is a university lecturer at NYU Courant and a consultant to banks and hedge funds, with a current focus on crypto derivatives. He has held senior management roles in quantitative research and trading at major banks and hedge funds including Morgan Stanley, Greenwich Capital, and Brevan Howard.

Détails de l'édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 2022
• Langue: anglais
• ISBN 10: 1119838401
• ISBN 13: 9781119838401
• Reliure: Relié
• Nombre de pages: 272
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible