A first course in quantitative Finance / Thomas Mazzoni
Material type: TextPublication details: United Kingdom Cambridge University Press 2018Description: 588 pISBN:- 9781108411431
- 332.0151 MAZ-T
Item type | Current library | Collection | Shelving location | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|---|
Books | BITS Pilani Hyderabad | 330 | General Stack (For lending) | 332.0151 MAZ-T (Browse shelf(Opens below)) | Checked out | 28/09/2024 | 37608 |
Browsing BITS Pilani Hyderabad shelves, Shelving location: General Stack (For lending), Collection: 330 Close shelf browser (Hides shelf browser)
332.01 MAN-B Misbehavior of markets : a fractal view of risk, ruin, and reward / | 332.0151 CHA-W Financial mathematics for actuaries / | 332.0151 GAG-P Granularity theory with applications to finance and insurance / | 332.0151 MAZ-T A first course in quantitative Finance / | 332.0151 TSA-R Analysis of financial time series / | 332.015118 BAR-E Financial markets theory : equilibrium, efficiency and in rmation / | 332.01513 WIL-R Introduction to the mathematics of finance / |
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.
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