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Introduction to quantitative methods for financial markets

By: Contributor(s): Series: Compact textbooks in mathematicsPublication details: 2013 Birkauser SwitzerlandDescription: ix,191 pISBN:
  • 9783034805186
Subject(s): DDC classification:
  • 650.01513 A5I6
Summary: • 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, via model development, up to the calibration of models to market data and implementation of pricing algorithms • Leads the reader from standard derivatives to quite advanced recent exotic products • Practical aspects and benefits of implementation techniques are discussed and illustrated using Mathematica and UnRisk (software available to readers) • Ready for classroom use or self-study • Provides many illustrative examples and exercises, some with solutions This book serves as an introduction to financial mathematics with special emphasis on aspects relevant in practice.
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Item type Current library Item location Collection Shelving location Call number Status Date due Barcode
Books Vikram Sarabhai Library Rack 34-A / Slot 1796 (2nd Floor, East Wing) Non-fiction General Stacks 650.01513 A5I6 (Browse shelf(Opens below)) Available 180317

• 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, via model development, up to the calibration of models to market data and implementation of pricing algorithms
• Leads the reader from standard derivatives to quite advanced recent exotic products
• Practical aspects and benefits of implementation techniques are discussed and illustrated using Mathematica and UnRisk (software available to readers)
• Ready for classroom use or self-study
• Provides many illustrative examples and exercises, some with solutions
This book serves as an introduction to financial mathematics with special emphasis on aspects relevant in practice.




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