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010   $a9783034805193
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024 7 $a10.1007/978-3-0348-0519-3
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035   $a(DE-He213)978-3-0348-0519-3
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100   $a20130628d2013      u|         0
101 0 $aeng
135   $aurnn#008mamaa
181   $ctxt
182   $cc
183   $acr
200 10$aIntroduction to Quantitative Methods for Financial Markets /$fby Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
205   $a1st ed. 2013.
210  1$aBasel :$cSpringer Basel :$cImprint: Birkhäuser,$d2013.
215   $a1 online resource (IX, 191 p. 48 illus., 10 illus. in color.)
225 1 $aCompact Textbooks in Mathematics,$x2296-4568
300   $aBibliographic Level Mode of Issuance: Monograph
311 08$a9783034805186 
311 08$a3034805187 
327   $aI 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.
330   $aSwaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly sophisticated quantitative tools and methods. This book serves as an introduction to financial mathematics with special emphasis on aspects relevant in practice. In addition to numerous illustrative examples, algorithmic implementations are demonstrated using "Mathematica" and the software package "UnRisk" (available for both students and teachers). The content is organized in 15 chapters that can be treated as independent modules. In particular, the exposition is tailored for classroom use in a Bachelor or Master program course, as well as for practitioners who wish to further strengthen their quantitative background.
410  0$aCompact Textbooks in Mathematics,$x2296-4568
606   $aGame theory
606   $aEconomics
606   $aEconomics, Mathematical
606   $aGame Theory, Economics, Social and Behav. Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13011
606   $aEconomic Theory/Quantitative Economics/Mathematical Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/W29000
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
615  0$aGame theory.
615  0$aEconomics.
615  0$aEconomics, Mathematical.
615 14$aGame Theory, Economics, Social and Behav. Sciences.
615 24$aEconomic Theory/Quantitative Economics/Mathematical Methods.
615 24$aQuantitative Finance.
676   $a519
700   $aAlbrecher$b Hansjo?rg$4aut$4http://id.loc.gov/vocabulary/relators/aut$0611748
702   $aBinder$b Andreas$f1964-$4aut$4http://id.loc.gov/vocabulary/relators/aut
702   $aLautscham$b Volkmar$4aut$4http://id.loc.gov/vocabulary/relators/aut
702   $aMayer$b Philipp$4aut$4http://id.loc.gov/vocabulary/relators/aut
906   $aBOOK
912   $a9910438137903321
996   $aIntroduction to Quantitative Methods for Financial Markets$94473233
997   $aUNINA