Financial Market Analytics - Couverture rigide

Teall, John L.

 
9781567201987: Financial Market Analytics
Couverture rigide
ISBN 10 : 1567201989 ISBN 13 : 9781567201987
Editeur : Praeger Publishers Inc, 1999

Synopsis

A variety of quantitative concepts and models essential to understanding financial markets are introduced and explained in this broad overview of financial analytical tools designed for financial practitioners, advanced students, and researchers lacking a strong mathematical background. Coverage ranges from matrix mathematics and elementary calculus with their applications to portfolio and fixed income analysis to probability and stochastic processes with their applications to option pricing. The book is sequenced by mathematics topics, most of which are followed by relevant usage to areas such as valuation, risk management, derivatives, back-testing of financial models, and market efficiency.

The book begins by motivating the need for understanding quantitative technique with a brief discussion of financial mathematics and financial literature review. Preliminary concepts including geometric expansion, elementary statistics, and basic portfolio techniques are introduced in chapters 2 and 3. Chapters 4 and 5 present matrix mathematics and differential calculus applied to yield curves, APT, state preference theory, binomal option pricing, mean-variance analysis, and other applications. Integral calculus and differential equations follow in chapter 6. The rest of the book covers applications of probability, statistics and stochastic processes as well as a sampling of topics from numerical methods used in financial analysis.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

JOHN L. TEALL is Associate Professor of Finance at Pace University and has served on the faculties of New York University, Fordham University, Dublin City University and others. He is a former member of the American Stock Exchange and has consulted with numerous financial institutions including Goldman Sachs, National Westminster Bank, and Citicorp.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Praeger Publishers Inc
Date d'édition
1999
Langue
anglais
ISBN 10 
1567201989
ISBN 13 
9781567201987
Reliure
Relié
Nombre de pages
328
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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