The Art of Quantitative Finance Vol.2 | Buch

Cover: 9783031238697 | The Art of Quantitative Finance Vol.2 | Gerhard Larcher | Buch | xii

Rückseite: 9783031238697 | The Art of Quantitative Finance Vol.2 | Gerhard Larcher | Buch | xii

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Sprache: Englisch

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Beschreibung

This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author¿s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.

Über den Autor

Prof. Gerhard Larcher is full Professor for Financial Mathematics and Head of the Institute for Financial Mathematics and Applied Number Theory at the Johannes Kepler University Linz in Austria. He is the spokesperson of the project 'Quasi-Monte Carlo Methods: Theory and Applications', a special research program funded by the Austrian government.

Zusammenfassung

Illustrates mathematical methods to analyse volatilities

Introduces the reader to stochastic analysis in the context of valuation

Presents extended applications of the Black-Scholes theory

Inhaltsverzeichnis

Volatilities.- Extensions of the Black-Scholes theory to other types of options (futures options, currency options, American options, path-dependent options, multi-asset options).- Fundamentals: stochastic analysis and applications, interest rate dynamics, and basic principles of pricing interest rate derivatives

Details

Erscheinungsjahr:	2023
Fachbereich:	Betriebswirtschaft
Genre:	Recht , Sozialwissenschaften , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Buch
Inhalt:	xii 353 S. 5 s/w Illustr. 183 farbige Illustr. 353 p. 188 illus. 183 illus. in color.
ISBN-13:	9783031238697
ISBN-10:	3031238699
Sprache:	Englisch
Einband:	Gebunden
Autor:	Larcher, Gerhard
Auflage:	1st edition 2023
Hersteller:	Springer International Publishing Springer International Publishing AG
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	241 x 160 x 26 mm
Von/Mit:	Gerhard Larcher
Erscheinungsdatum:	24.03.2023
Gewicht:	0,717 kg