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Mathematics - Applications | Introduction to Quantitative Methods for Financial Markets

Introduction to Quantitative Methods for Financial Markets

Albrecher, H., Binder, A., Lautscham, V., Mayer, P.

This is a revised and updated English version of the German textbook "Einführung in die Finanzmathematik" in the Mathematik Kompakt series

2013, IX, 191 p. 48 illus., 10 illus. in color.

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  • First volume of a new series
  • 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

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.

Content Level » Upper undergraduate

Keywords » Derivative Pricing: Models and Algorithms - Financial Mathematics - Numerical Methods in Finance - Portfolio Theory - Quantitative Finance - Risk Management

Related subjects » Birkhäuser Mathematics

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