Quantitative finance: a simulation-based introduction using excel (Record no. 188519)

000 -LEADER
fixed length control field 02293cam a2200181 i 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140313s2014 flu b 001 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781439871683
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.0151
Item number D2Q8
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Davison, Matt
9 (RLIN) 289743
245 10 - TITLE STATEMENT
Title Quantitative finance: a simulation-based introduction using excel
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Boca Raton
Name of publisher, distributor, etc CRC Press
Date of publication, distribution, etc 2014
300 ## - PHYSICAL DESCRIPTION
Extent xix, 511 p.
520 ## - SUMMARY, ETC.
Summary, etc Quantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration. The text not only enables students to practice with the basic techniques of financial mathematics, but it also helps them gain significant intuition about what the techniques mean, how they work, and what happens when they stop working.
After introducing risk, return, decision making under uncertainty, and traditional discounted cash flow project analysis, the book covers mortgages, bonds, and annuities using a blend of Excel simulation and difference equation or algebraic formalism. It then looks at how interest rate markets work and how to model bond prices before addressing mean variance portfolio optimization, the capital asset pricing model, options, and value at risk (VaR). The author next focuses on binomial model tools for pricing options and the analysis of discrete random walks. He also introduces stochastic calculus in a nonrigorous way and explains how to simulate geometric Brownian motion. The text proceeds to thoroughly discuss options pricing, mostly in continuous time. It concludes with chapters on stochastic models of the yield curve and incomplete markets using simple discrete models.
Accessible to students with a relatively modest level of mathematical background, this book will guide your students in becoming successful quants. It uses both hand calculations and Excel spreadsheets to analyze plenty of examples from simple bond portfolios. The spreadsheets are available on the book’s CRC Press web page. (http://www.crcpress.com/product/isbn/9781439871683)
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Microsoft excel - Finance
9 (RLIN) 290779
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematical models
9 (RLIN) 290780
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance - Simulation methods
9 (RLIN) 290781
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Permanent location Current location Shelving location Date acquired Source of acquisition Cost, normal purchase price Item location Total Checkouts Total Renewals Full call number Barcode Date last seen Date last borrowed Cost, replacement price Koha item type
          Non-fiction Vikram Sarabhai Library Vikram Sarabhai Library   2014-07-31 Kushal Books 4271.15 Slot 605 (0 Floor, West Wing) 2 1 332.0151 D2Q8 183390 2016-01-30 2015-12-31 5338.93 Books

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