TY  - BOOK
AU  - Albrecher, Hansjoerg.
AU  - Binder,Andreas
AU  - Lautscham,Volkmar
AU  - Mayer,Philipp
TI  - Introduction to quantitative methods for financial markets
T2  - Compact textbooks in mathematics
SN  - 9783034805186 (pbk.)
U1  - 650.01513 23
PY  - 2013///
CY  - New York
PB  - Springer
KW  - Business mathematics
N1  - 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
N2  - 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
ER  -