Introduction to quantitative methods for financial markets Albrecher, Hansjoerg

By:

Albrecher, Hansjoerg

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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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	Non-fiction	650.01513 A5I6 (Browse shelf(Opens below))	Available		180317

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Previous	650 S8B2 BASIC computer programs for business - Vol.2	650 T6M2 Mastering Excel	650.01 S3O7 Organizational epistemology: understanding knowledge in organizations	650.01513 A5I6 Introduction to quantitative methods for financial markets	650.01513 C2F4 Financial mathematics: a comprehensive treatment	650.01513 O7 Optimality and risk - modern trends in mathematical finance: the Kabanov Festschrift	650.028 L6C6 Computers in business	Next

• 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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