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Item specifics
- Condition
- Country of Origin
- GB
- Book Title
- A First Course in Quantitative Finance
- Publication Name
- First Course in Quantitative Finance
- EAN
- 9781108419574
- ISBN
- 9781108419574
- Genre
- Science Nature & Math
- Subject
- Finance / General
- Release Year
- 2018
- Release Date
- 03/29/2018
- Subject Area
- Business & Economics
- Publisher
- Cambridge University Press
- Item Length
- 10 in
- Publication Year
- 2018
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 1.2 in
- Features
- New Edition
- Item Weight
- 46.2 Oz
- Item Width
- 7 in
- Number of Pages
- 598 Pages
Thomas Mazzoni A First Course in Quantitative Finance (Hardback) (UK IMPORT)
About this product
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
1108419577
ISBN-13
9781108419574
eBay Product ID (ePID)
240432966
Product Key Features
Number of Pages
598 Pages
Publication Name
First Course in Quantitative Finance
Language
English
Publication Year
2018
Subject
Finance / General
Features
New Edition
Type
Textbook
Subject Area
Business & Economics
Format
Hardcover
Dimensions
Item Height
1.2 in
Item Weight
46.2 Oz
Item Length
10 in
Item Width
7 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
2017-277648
Reviews
‘A First Course in Quantitative Finance is a gentle introduction in a complicated subject. It covers most important topics -such as portfolio optimisation, derivative pricing, and fixed income products – and discusses them from the perspective of financial economics and financial mathematics. It provides the necessary mathematical background, contains the financial discussion, and is full of illustrative examples. It will be useful for anyone who wants to study the subject area on an advanced level.’ Rdiger Kiesel, Universitt Duisburg-Essen
Dewey Edition
23
TitleLeading
A
Illustrated
Yes
Dewey Decimal
332.0151
Table Of Content
1. Introduction; Part I. Technical Basics: 2. A primer on probability; 3. Vector spaces; 4. Utility theory; Part II. Financial Markets and Portfolio Theory: 5. Architecture of financial markets; 6. Modern portfolio theory; 7. CAPM and APT; 8. Portfolio performance and management; 9. Financial economics; 10. Behavioral finance; Part III. Derivatives: 11. Forwards, futures and options; 12. The binomial model; 13. The Black-Scholes theory; 14. Exotics in the Black-Scholes model; 15. Deterministic volatility; 16. Stochastic volatility; 17. Processes with jumps; Part IV. The Fixed-Income World: 18. Basic fixed-income instruments; 19. Plain vanilla fixed-income derivatives; 20. Term structure models; 21. The LIBOR market model; Appendix A. Complex analysis; Appendix B. Solutions to problems.
Edition Description
New Edition
Synopsis
A First Course in Quantitative Finance is suitable for economics, finance, econometrics and mathematics students with an interest in quantitative finance. Covering all topics from the architecture of financial markets to derivatives, it uses stereoscopic images to allow 3D visualisation of complex subjects without the need for additional tools., This new and exciting book offers a fresh approach to quantitative finance and utilises novel features, including stereoscopic images which permit 3D visualisation of complex subjects without the need for additional tools. Offering an integrated approach to the subject, A First Course in Quantitative Finance introduces students to the architecture of complete financial markets before exploring the concepts and models of modern portfolio theory, derivative pricing and fixed income products in both complete and incomplete market settings. Subjects are organised throughout in a way that encourages a gradual and parallel learning process of both the economic concepts and their mathematical descriptions, framed by additional perspectives from classical utility theory, financial economics and behavioural finance. Suitable for postgraduate students studying courses in quantitative finance, financial engineering and financial econometrics as part of an economics, finance, econometric or mathematics program, this book contains all necessary theoretical and mathematical concepts and numerical methods, as well as the necessary programming code for porting algorithms onto a computer.
LC Classification Number
HG106
Price : 217.18
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