LEADER 02944nam 2200481 450 001 9910683341103321 005 20230607134545.0 010 $a3-031-23870-2 024 7 $a10.1007/978-3-031-23870-3 035 $a(MiAaPQ)EBC7219455 035 $a(Au-PeEL)EBL7219455 035 $a(OCoLC)1374034921 035 $a(DE-He213)978-3-031-23870-3 035 $a(EXLCZ)9926313114400041 100 $a20230607d2023 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 14$aThe art of quantitative finance$hVolume 2 $evolatilities, stochastic analysis and valuation tools /$fGerhard Larcher 205 $a1st ed. 2023. 210 1$aCham, Switzerland :$cSpringer International Publishing,$d[2023] 210 4$dİ2023 215 $a1 online resource (363 pages) 225 1 $aSpringer Texts in Business and Economics,$x2192-4341 311 08$aPrint version: Larcher, Gerhard The Art of Quantitative Finance Vol. 2 Cham : Springer International Publishing AG,c2023 9783031238697 327 $aVolatilities -- 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. 330 $aThis textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author?s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world. 410 0$aSpringer Texts in Business and Economics,$x2192-4341 606 $aFinance$xMathematical models 606 $aFinancial risk management$xData processing 615 0$aFinance$xMathematical models. 615 0$aFinancial risk management$xData processing. 676 $a332.015195 700 $aLarcher$b Gerhard$0299542 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910683341103321 996 $aThe art of quantitative finance$93388715 997 $aUNINA