Introduction to quantitative methods for financial markets
Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly sophisticated quantitative tools and methods. This book serves as an introduction to financial mathem...
Shranjeno v:
| Auteurs principaux: | , , , |
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| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
Basel :
Springer Basel : Imprint: Birkhäuser
[20..].
Cham : Springer Nature |
| Serija: | Compact Textbooks in Mathematics
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| Online dostop: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Sporočilo: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Introduction to Quantitative Methods for Financial Markets, Texte imprimé, 9783034805186 |
Kazalo:
- I Interest Rates II Financial Products III The No-Arbitrage Principle IV European and American Options The Binomial Option Pricing Model VI The Black-Scholes Model VII The Black-Scholes Formula VIII Stock-Price Models IX Interest Rate Models and the Valuation of Interest Rate Derivatives X Numerical Tools XI Simulation Methods XII Calibrating Models Inverse Problems XIII Case Studies: Exotic Derivatives XIV Portfolio-Optimization XV Introduction to Credit Risk Models