03429nam 22006375 450 991068334110332120251008162048.03-031-23870-210.1007/978-3-031-23870-3(MiAaPQ)EBC7219455(Au-PeEL)EBL7219455(OCoLC)1374034921(DE-He213)978-3-031-23870-3(CKB)26313114400041(EXLCZ)992631311440004120230323d2023 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierThe Art of Quantitative Finance Vol.2 Volatilities, Stochastic Analysis and Valuation Tools /by Gerhard Larcher1st ed. 2023.Cham :Springer International Publishing :Imprint: Springer,2023.1 online resource (363 pages)Springer Texts in Business and Economics,2192-4341Print version: Larcher, Gerhard The Art of Quantitative Finance Vol. 2 Cham : Springer International Publishing AG,c2023 9783031238697 Volatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options, American options, path-dependent options, multi-asset options) -- Fundamentals: stochastic analysis and applications, interest rate dynamics, and basic principles of pricing interest rate derivatives.This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author’s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.Springer Texts in Business and Economics,2192-4341Financial engineeringCapital marketSocial sciencesMathematicsFinancial risk managementFinancial EngineeringCapital MarketsMathematics in Business, Economics and FinanceRisk ManagementFinancial engineering.Capital market.Social sciencesMathematics.Financial risk management.Financial Engineering.Capital Markets.Mathematics in Business, Economics and Finance.Risk Management.332.015195332.015Larcher Gerhard299542MiAaPQMiAaPQMiAaPQBOOK9910683341103321The Art of Quantitative Finance Vol.24451773UNINA