John Teall, Iftekhar Hasan

Quantitative Methods for Finan

• Gebundenes Buch

Produktbeschreibung

Quantitative Methods for Finance and Investments ensures that readers will gain a reasonable degree of comfort and proficiency in applying elementary mathematics to financial analysis in a variety of areas. All of the methodology in this book is geared toward the development, implementation, and analysis of financial models to solve problems encountered by both finance students and practitioners. The book: * analyzes theoretical and practitioner-oriented models long with the mathematics required to construct them * presents the most essential mathematical techniques and their applications to financial analysis * provides dozens of practical applications, examples, and end-of-chapter exercises with detailed solutions * demonstrates key spreadsheet applications of the mathematical models in chapter appendices * emphasizes practical applications of modeling technique.

Produktdetails

• Verlag: Wiley
• Seitenzahl: 296
• Erscheinungstermin: 12. März 2002
• Englisch
• Abmessung: 260mm x 183mm x 21mm
• Gewicht: 765g
• ISBN-13: 9780631223382
• ISBN-10: 063122338X
• Artikelnr.: 21808245

Autorenporträt

John L. Teall is Professor of Finance at Pace University. He has published numerous articles in scholarly journals and has served on university faculties around the world. Dr Teall is a former member of the American Stock Exchange and has done consulting work for many of the world's leading financial institutions. Iftekhar Hasan is Professor of Finance at the New Jersey Institute of Technology. He has published numerous articles in academic journals and has been associated with several universities and regulatory organizations in Europe. He is the co-editor of Research in Banking and Finance.

Inhaltsangabe

Preface.

Acknowledgments.

1. Introduction and Overview.

2. Review of Elementary Mathematics: Functions andOperations.

3. A Review of Elementary Mathematics: Algebra and SolvingEquations.

4. The Time Value of Money.

5. Return, Risk, and Co-movement.

6. Elementary Portfolio Mathematics.

7. Elements of Matrix Mathematics.

8. Differential Calculus.

9. Integral Calculus.

10. Elements of Options Mathematics.

Index.

Rezensionen

"This excellent text patiently guides the reader through a widearray of mathematics, ranging from elementary matrix algebra todifferential and integral calculus. The quantitative methods areillustrated with a rich and captivating assortment of applicationsto the analysis of portfolios, derivatives, exchange, fixed incomeinstruments, and equities. Undergraduate and MBA-level students whohave read this book will feel comfortable with the mathematics intheir finance courses and their professors can focus on teachingfinance as it should be taught." Kose John, Stern School ofBusiness, New York University <1--end-->

"This volume provides a comprehensive review of mathematicswhich will prove invaluable for students of finance. It is areference book for the nonmathematician and a clear and concisetext that will help fill the gaps in students' knowledge. Althoughthe topic is quantitative methods, the organization, emphasis,applications, and numerous examples are all geared to the studentof finance. Having Teall and Hasan on your bookshelf provides anessential safety net for students, teachers, and practitioners."Paul Wachtel, Stern School of Business, New YorkUniversity