Introduction to Quantitative Methods for Financial Markets / by Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
(Compact Textbooks in Mathematics)
| データ種別 | 電子ブック |
|---|---|
| 出版情報 | Basel : Springer Basel : Imprint: Birkhäuser , 2013 |
| 本文言語 | 英語 |
| 大きさ | IX, 191 p. 48 illus., 10 illus. in color : online resource |
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| 内容注記 | 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 |
|---|---|
| 一般注記 | 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 |
| 著者標目 | *Albrecher, Hansjoerg author Binder, Andreas author Lautscham, Volkmar author Mayer, Philipp author SpringerLink (Online service) |
| 件 名 | LCSH:Mathematics LCSH:Game theory LCSH:Economics, Mathematical LCSH:Economic theory FREE:Mathematics FREE:Game Theory, Economics, Social and Behav. Sciences FREE:Economic Theory/Quantitative Economics/Mathematical Methods FREE:Quantitative Finance |
| 分 類 | DC23:519 |
| 巻冊次 | ISBN:9783034805193 
|
| ISBN | 9783034805193 |
| URL | http://dx.doi.org/10.1007/978-3-0348-0519-3 |
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※2021年9月12日以降