Introduction to quantitative methods for financial markets / Hansjoerg Albrecher...[et al.].
Material type:
TextSeries: Compact textbooks in mathematicsPublication details: New York : Springer, 2013.Description: ix, 191 p. : ill. (some color) ; 24 cmISBN: - 9783034805186 (pbk.)
- 23 Al341 650.01513
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 650.01513 Al341 (Browse shelf(Opens below)) | Available | 135674 |
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| 650 JB The Journal of business | 650 JB The Journal of business | 650 N277 Management science and practice | 650.01513 Al341 Introduction to quantitative methods for financial markets / | 650.01513 C198 Financial mathematics : | 650.01513 Em53 Modelling extremal events | 650.01513 K18 Methods of mathematical finance |
Includes bibliographical references and index.
1 Interest, couons and yields.-
2. Financial Products.-
3. The No-Arbitrage Principle.-
4. European and American Options.-
5. The Binomial Option Pricing Model.-
6. The Black-Scholes Model.-
7. The Black-Scholes Formula.-
8. Stock-Price Models.-
9. Interest Rate Models
10. Numerical Methods.-
11. Simulation Methods.-
12. Calibrating Models - Inverse Problems.-
13. Case Studies: Exotic Derivatives.-
14. Portfolio-Optimization.-
15. Introduction to Credit Risk Models.-
References--
Index.
This book covers a broad range of topics in financial mathematics and quantitative modeling, from products and concepts, via model development, up to the calibration of models to market data and implementation of pricing algorithms.
Translated from the German.
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