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024 7 $a10.1007/978-3-031-23870-3
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035   $a(Au-PeEL)EBL7219455
035   $a(OCoLC)1374034921
035   $a(DE-He213)978-3-031-23870-3
035   $a(CKB)26313114400041
035   $a(EXLCZ)9926313114400041
100   $a20230323d2023      u|         0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 14$aThe Art of Quantitative Finance Vol.2 $eVolatilities, Stochastic Analysis and Valuation Tools /$fby Gerhard Larcher
205   $a1st ed. 2023.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2023.
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   $aFinancial engineering
606   $aCapital market
606   $aSocial sciences$xMathematics
606   $aFinancial risk management
606   $aFinancial Engineering
606   $aCapital Markets
606   $aMathematics in Business, Economics and Finance
606   $aRisk Management
615  0$aFinancial engineering.
615  0$aCapital market.
615  0$aSocial sciences$xMathematics.
615  0$aFinancial risk management.
615 14$aFinancial Engineering.
615 24$aCapital Markets.
615 24$aMathematics in Business, Economics and Finance.
615 24$aRisk Management.
676   $a332.015195
676   $a332.015
700   $aLarcher$b Gerhard$0299542
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910683341103321
996   $aThe Art of Quantitative Finance Vol.2$94451773
997   $aUNINA