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Synopsis
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Hansjoerg Albrecher is Professor of Actuarial Science at the Faculty of Business and Economics, University of Lausanne, as well as a Faculty Member of the Swiss Finance Institute. Previous affiliations include the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences in Linz, the University of Linz, the University of Aarhus, K.U. Leuven and Graz University of Technology. The author has ample experience in connecting the academic world with practitioners' views and problems, and has been advising banks and insurance companies.
Andreas Binder is CEO of MathConsult GmbH and head of MathConsult's computational finance group, who have been developing the UnRisk(R) software suite for valuation and risk management of financial instruments. He is an experienced adviser of banks, auditors, regulators and capital management firms.
Volkmar Lautscham has graduated in Technical Mathematics and Financial/Industrial Management from Graz University of Technology and Karl-Franzens University, respectively, with longer academic stays abroad in Sheffield, London and Stockholm. From 2006 to 2009, he was working for a major investment bank in London focusing on credit underwriting/structuring and real estate. The author currently holds a position at the University of Lausanne, where he pursues a PhD degree and teaches within the MSc Actuarial Science programme.
Philipp Mayer obtained his PhD in financial mathematics from Graz University of Technology. He then held amongst others a post-doc position at the Radon Institute of the Austrian Academy of Sciences in Linz, before returning to Graz as an assistant professor, where he carried out research in financial mathematics and taught both bachelor and master level courses. In 2010 he joined the Financial Markets department of a major financial institution in Brussels, where he is responsible for modeling equity, commodity and hybridinstruments.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurBirkhäuser
- Date d'édition2013
- ISBN 10 3034805187
- ISBN 13 9783034805186
- ReliureBroché
- Langueanglais
- Nombre de pages204
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Introduction to Quantitative Methods for Financial Markets.
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ISBN 13 : 9783034805186
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Introduction to Quantitative Methods for Financial Markets
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Springer, Basel, Birkhäuser Basel, Birkhäuser Jul 2013, 2013
ISBN 10 : 3034805187
ISBN 13 : 9783034805186
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 191 pp. Englisch. N° de réf. du vendeur 9783034805186
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Introduction to Quantitative Methods for Financial Markets
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. First volume of a new series Self-contained and compact introduction to financial mathematics and quantitative modeling of financial markets Covers a broad area, from a basic introduction to financial markets, products and concepts, v. N° de réf. du vendeur 4318268
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Introduction to Quantitative Methods for Financial Markets (Paperback or Softback)
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Paperback or Softback. Etat : New. Introduction to Quantitative Methods for Financial Markets. Book. N° de réf. du vendeur BBS-9783034805186
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Introduction to Quantitative Methods for Financial Markets (Compact Textbooks in Mathematics)
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Introduction to Quantitative Methods for Financial Markets (Compact Textbooks in Mathematics)
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Introduction to Quantitative Methods for Financial Markets
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Birkhäuser Basel, Springer Basel, 2013
ISBN 10 : 3034805187
ISBN 13 : 9783034805186
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N° de réf. du vendeur 9783034805186
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INTRODUCTION TO QUANTITATIVE METHODS FOR FINANCIAL MARKETS
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Birkhauser, Basel, 2013
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ISBN 13 : 9783034805186
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Introduction to Quantitative Methods for Financial Markets
Edité par
Birkhäuser Basel, Springer Basel Jul 2013, 2013
ISBN 10 : 3034805187
ISBN 13 : 9783034805186
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 204 pp. Englisch. N° de réf. du vendeur 9783034805186
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Introduction to Quantitative Methods for Financial Markets
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