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Catalogue Information
Field name	Details
Dewey Class	519
Title	Introduction to Quantitative Methods for Financial Markets ([EBook]) / by Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer.
Author	Albrecher, Hansjoerg
Added Personal Name	Binder, Andreas
	Lautscham, Volkmar
	Mayer, Philipp
Other name(s)	SpringerLink (Online service)
Publication	Basel : Birkhäuser
Publication	, 2013.
Physical Details	IX, 191 p. 48 illus., 10 illus. in color. : online resource.
Series	Compact Textbooks in Mathematics 2296-4568
ISBN	9783034805193
Summary Note	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.:
Contents note	I Interest Rates -- II Financial Products -- III The No-Arbitrage Principle -- IV European and American Options -- The Binomial Option Pricing Model -- VI The Black-Scholes Model -- VII The Black-Scholes Formula -- VIII Stock-Price Models -- IX Interest Rate Models and the Valuation of Interest Rate Derivatives -- X Numerical Tools -- XI Simulation Methods -- XII Calibrating Models â Inverse Problems -- XIII Case Studies: Exotic Derivatives -- XIV Portfolio-Optimization -- XV Introduction to Credit Risk Models.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-3-0348-0519-3
Links to Related Works	Subject References: Economics, Mathematical . Finance . Game Theory, Economics, Social and Behav. Sciences . Game Theory/Mathematical Methods . Mathematics . Quantitative Finance . Authors: Albrecher, Hansjoerg . author . Binder, Andreas . Lautscham, Volkmar . Mayer, Philipp . Corporate Authors: SpringerLink (Online service) . Series: Compact Textbooks in Mathematics . Classification: 519 . 519 (DDC 23) .

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Introduction to Quantitative Methods for Financial Markets

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