Electronic Resource

Introduction to quantitative methods for financial markets

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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.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

E670

Penerbit

New York : Springer, NY., 2013

Deskripsi Fisik

ix, 191 hlm.

Bahasa

English

ISBN/ISSN

9783034805193

Klasifikasi

NONE

Tipe Isi

text

Tipe Media

computer

Tipe Pembawa

online resource

Edisi

Ed.1

Subjek

Matematika : Teori Ekonomi

Info Detail Spesifik

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Pernyataan Tanggungjawab

Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer

Versi lain/terkait

Lampiran Berkas

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