A First Course in Quantitative Finance

Thomas Mazzoni

ISBN 10: 1108411436 / ISBN 13: 9781108411431

Verlag: Cambridge University Pr. Mär 2018, 2018

Beschreibung

Neuware -This new and exciting book offers a fresh approach to quantitative finance and utilises novel features, including stereoscopic images which permit 3D visualisation of complex subjects without the need for additional tools. Offering an integrated approach to the subject, A First Course in Quantitative Finance introduces students to the architecture of complete financial markets before exploring the concepts and models of modern portfolio theory, derivative pricing and fixed income products in both complete and incomplete market settings. Subjects are organised throughout in a way that encourages a gradual and parallel learning process of both the economic concepts and their mathematical descriptions, framed by additional perspectives from classical utility theory, financial economics and behavioural finance. Suitable for postgraduate students studying courses in quantitative finance, financial engineering and financial econometrics as part of an economics, finance, econometric or mathematics program, this book contains all necessary theoretical and mathematical concepts and numerical methods, as well as the necessary programming code for porting algorithms onto a computer. 588 pp. Englisch. Bestandsnummer des Verkäufers 9781108411431

Bibliografische Details

Titel: A First Course in Quantitative Finance

Verlag: Cambridge University Pr. Mär 2018

Erscheinungsdatum: 2018

Einband: Taschenbuch

Zustand: Neu

Über diesen Titel

Inhaltsangabe:

This new and exciting book offers a fresh approach to quantitative finance and utilises novel features, including stereoscopic images which permit 3D visualisation of complex subjects without the need for additional tools. Offering an integrated approach to the subject, A First Course in Quantitative Finance introduces students to the architecture of complete financial markets before exploring the concepts and models of modern portfolio theory, derivative pricing and fixed income products in both complete and incomplete market settings. Subjects are organised throughout in a way that encourages a gradual and parallel learning process of both the economic concepts and their mathematical descriptions, framed by additional perspectives from classical utility theory, financial economics and behavioural finance. Suitable for postgraduate students studying courses in quantitative finance, financial engineering and financial econometrics as part of an economics, finance, econometric or mathematics program, this book contains all necessary theoretical and mathematical concepts and numerical methods, as well as the necessary programming code for porting algorithms onto a computer.

Über die Autorin bzw. den Autor:

Thomas Mazzoni has lectured at the University of Hagen and the Dortmund Business School and is now based at the Universität Greifswald, Germany, where he received the 2014 award for excellence in teaching and outstanding dedication.