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A First Course in Quantitative Finance
Taschenbuch von Thomas Mazzoni
Sprache: Englisch

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Beschreibung
Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.
Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.
Über den Autor
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.
Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 2018
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
ISBN-13: 9781108411431
ISBN-10: 1108411436
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Mazzoni, Thomas
Hersteller: Cambridge University Pr.
Abbildungen: 141 b/w illus. 34 tables
Maße: 254 x 178 x 33 mm
Von/Mit: Thomas Mazzoni
Erscheinungsdatum: 31.03.2018
Gewicht: 1,112 kg
Artikel-ID: 109419573
Über den Autor
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.
Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 2018
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
ISBN-13: 9781108411431
ISBN-10: 1108411436
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Mazzoni, Thomas
Hersteller: Cambridge University Pr.
Abbildungen: 141 b/w illus. 34 tables
Maße: 254 x 178 x 33 mm
Von/Mit: Thomas Mazzoni
Erscheinungsdatum: 31.03.2018
Gewicht: 1,112 kg
Artikel-ID: 109419573
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