Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Thomas Mazzoni has lectured at the University of Hagen and the Dortmund Business School and is now based at the Universität Greifswald, Germany, where he received the 2014 award for excellence in teaching and outstanding dedication.
Inhaltsangabe
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.
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.
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