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Introduction to quantitative methods for financial markets / Hansjoerg Albrecher...[et al.].

By: Contributor(s): Material type: TextTextSeries: Compact textbooks in mathematicsPublication details: New York : Springer, 2013.Description: ix, 191 p. : ill. (some color) ; 24 cmISBN:
  • 9783034805186 (pbk.)
Subject(s): DDC classification:
  • 23 Al341 650.01513
Contents:
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.
Summary: 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.
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Holdings
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
Total holds: 0

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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