<電子ブック>
Introduction to Quantitative Methods for Financial Markets / by Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
(Compact Textbooks in Mathematics. ISSN:2296455X)
版 | 1st ed. 2013. |
---|---|
出版者 | Basel : Springer Basel : Imprint: Birkhäuser |
出版年 | 2013 |
本文言語 | 英語 |
大きさ | IX, 191 p. 48 illus., 10 illus. in color : online resource |
著者標目 | *Albrecher, Hansjoerg author Binder, Andreas author Lautscham, Volkmar author Mayer, Philipp author SpringerLink (Online service) |
件 名 | LCSH:Game theory LCSH:Econometrics LCSH:Social sciences -- Mathematics 全ての件名で検索 FREE:Game Theory FREE:Quantitative Economics FREE:Mathematics in Business, Economics and Finance |
一般注記 | 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 – Inverse Problems -- XIII Case Studies: Exotic Derivatives -- XIV Portfolio-Optimization -- XV Introduction to Credit Risk Models 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 HTTP:URL=https://doi.org/10.1007/978-3-0348-0519-3 |
目次/あらすじ
所蔵情報を非表示
電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
電子ブック | オンライン | 電子ブック |
|
|
Springer eBooks | 9783034805193 |
|
電子リソース |
|
EB00232554 |
類似資料
この資料の利用統計
このページへのアクセス回数:4回
※2017年9月4日以降