Introduction To Quantitative Methods For Financial Markets
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Introduction To Quantitative Methods For Financial Markets
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Author : Hansjoerg Albrecher
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-28
Introduction To Quantitative Methods For Financial Markets written by Hansjoerg Albrecher and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-28 with Mathematics categories.
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.
Market Risk Analysis Quantitative Methods In Finance
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Author : Carol Alexander
language : en
Publisher: John Wiley & Sons
Release Date : 2008-04-30
Market Risk Analysis Quantitative Methods In Finance written by Carol Alexander and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-04-30 with Business & Economics categories.
Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. Starting from the basics, this book helps readers to take the first step towards becoming a properly qualified financial risk manager and asset manager, roles that are currently in huge demand. Accessible to intelligent readers with a moderate understanding of mathematics at high school level or to anyone with a university degree in mathematics, physics or engineering, no prior knowledge of finance is necessary. Instead the emphasis is on understanding ideas rather than on mathematical rigour, meaning that this book offers a fast-track introduction to financial analysis for readers with some quantitative background, highlighting those areas of mathematics that are particularly relevant to solving problems in financial risk management and asset management. Unique to this book is a focus on both continuous and discrete time finance so that Quantitative Methods in Finance is not only about the application of mathematics to finance; it also explains, in very pedagogical terms, how the continuous time and discrete time finance disciplines meet, providing a comprehensive, highly accessible guide which will provide readers with the tools to start applying their knowledge immediately. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Principal component analysis of European equity indices; Calibration of Student t distribution by maximum likelihood; Orthogonal regression and estimation of equity factor models; Simulations of geometric Brownian motion, and of correlated Student t variables; Pricing European and American options with binomial trees, and European options with the Black-Scholes-Merton formula; Cubic spline fitting of yields curves and implied volatilities; Solution of Markowitz problem with no short sales and other constraints; Calculation of risk adjusted performance metrics including generalised Sharpe ratio, omega and kappa indices.
Quantitative Finance For Dummies
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Author : Steve Bell
language : en
Publisher: John Wiley & Sons
Release Date : 2016-08-08
Quantitative Finance For Dummies written by Steve Bell and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-08-08 with Business & Economics categories.
An accessible introduction to quantitative finance by the numbers--for students, professionals, and personal investors The world of quantitative finance is complex, and sometimes even high-level financial experts have difficulty grasping it. Quantitative Finance For Dummies offers plain-English guidance on making sense of applying mathematics to investing decisions. With this complete guide, you'll gain a solid understanding of futures, options and risk, and become familiar with the most popular equations, methods, formulas, and models (such as the Black-Scholes model) that are applied in quantitative finance. Also known as mathematical finance, quantitative finance is about applying mathematics and probability to financial markets, and involves using mathematical models to help make investing decisions. It's a highly technical discipline--but almost all investment companies and hedge funds use quantitative methods. The book breaks down the subject of quantitative finance into easily digestible parts, making it approachable for personal investors, finance students, and professionals working in the financial sector--especially in banking or hedge funds who are interested in what their quant (quantitative finance professional) colleagues are up to. This user-friendly guide will help you even if you have no previous experience of quantitative finance or even of the world of finance itself. With the help of Quantitative Finance For Dummies, you'll learn the mathematical skills necessary for success with quantitative finance and tips for enhancing your career in quantitative finance. Get your own copy of this handy reference guide and discover: An easy-to-follow introduction to the complex world of quantitative finance The core models, formulas, and methods used in quantitative finance Exercises to help augment your understanding of QF How QF methods are used to define the current market value of a derivative security Real-world examples that relate quantitative finance to your day-to-day job Mathematics necessary for success in investment and quantitative finance Portfolio and risk management applications Basic derivatives pricing Whether you're an aspiring quant, a top-tier personal investor, or a student, Quantitative Finance For Dummies is your go-to guide for coming to grips with QF/risk management.
Quantitative Finance For Physicists
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Author : Anatoly B. Schmidt
language : en
Publisher: Elsevier
Release Date : 2010-07-19
Quantitative Finance For Physicists written by Anatoly B. Schmidt and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-19 with Business & Economics categories.
With more and more physicists and physics students exploring the possibility of utilizing their advanced math skills for a career in the finance industry, this much-needed book quickly introduces them to fundamental and advanced finance principles and methods. Quantitative Finance for Physicists provides a short, straightforward introduction for those who already have a background in physics. Find out how fractals, scaling, chaos, and other physics concepts are useful in analyzing financial time series. Learn about key topics in quantitative finance such as option pricing, portfolio management, and risk measurement. This book provides the basic knowledge in finance required to enable readers with physics backgrounds to move successfully into the financial industry. Short, self-contained book for physicists to master basic concepts and quantitative methods of finance Growing field—many physicists are moving into finance positions because of the high-level math required Draws on the author's own experience as a physicist who moved into a financial analyst position
Quantitative Methods In Economics And Finance
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Author : Tomas Kliestik
language : en
Publisher: MDPI
Release Date : 2021-04-08
Quantitative Methods In Economics And Finance written by Tomas Kliestik and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-04-08 with Business & Economics categories.
The purpose of the Special Issue “Quantitative Methods in Economics and Finance” of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange rates in the international context. This book can be used as a reference for academicians and researchers who would like to discuss and introduce new developments in the field of quantitative methods in economics and finance and explore applications of quantitative methods in other business areas.
Finance
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Author : Nico van der Wijst
language : en
Publisher: Cambridge University Press
Release Date : 2013-01-17
Finance written by Nico van der Wijst and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-17 with Business & Economics categories.
An introduction to modern finance designed for students with strong quantitative skills.
A Benchmark Approach To Quantitative Finance
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Author : Eckhard Platen
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-10-28
A Benchmark Approach To Quantitative Finance written by Eckhard Platen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-10-28 with Business & Economics categories.
A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. This book presents the necessary mathematical tools, followed by a thorough introduction to financial modeling under the benchmark approach, explaining various quantitative methods for the fair pricing and hedging of derivatives.
Quantitative Analysis In Financial Markets
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Author : Marco Avellaneda
language : en
Publisher: World Scientific
Release Date : 1999
Quantitative Analysis In Financial Markets written by Marco Avellaneda and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Mathematics categories.
Contains lectures presented at the Courant Institute's Mathematical Finance Seminar.
Quantitative Methods In Economics And Finance
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Author : Tomas Kliestik
language : en
Publisher:
Release Date : 2021
Quantitative Methods In Economics And Finance written by Tomas Kliestik and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with categories.
The purpose of the Special Issue “Quantitative Methods in Economics and Finance” of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange rates in the international context. This book can be used as a reference for academicians and researchers who would like to discuss and introduce new developments in the field of quantitative methods in economics and finance and explore applications of quantitative methods in other business areas.
Quantitative Analysis In Financial Markets Collected Papers Of The New York University Mathematical Finance Seminar Vol Iii
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Author : Marco Avellaneda
language : en
Publisher: World Scientific
Release Date : 2002-01-18
Quantitative Analysis In Financial Markets Collected Papers Of The New York University Mathematical Finance Seminar Vol Iii written by Marco Avellaneda and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01-18 with Mathematics categories.
This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The audience consisted of academics from New York University and other universities, as well as practitioners from investment banks, hedge funds and asset-management firms.
