The Art of Quantitative Finance Vol.1 : Trading, Derivatives and Basic Concepts / / by Gerhard Larcher

• Autore: Larcher Gerhard <1946->
• Pubblicazione: Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
• Edizione: 1st ed. 2023.
• Descrizione fisica: 1 online resource (532 pages)
• Disciplina: 332.0151
• Soggetto topico: Financial engineering; Capital market; Social sciences - Mathematics; Financial risk management; Financial Engineering; Capital Markets; Mathematics in Business, Economics and Finance; Risk Management
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: Basic products and interest calculations -- Derivatives and trading in derivatives, basic concepts and strategies -- Basics of derivative valuation -- The Wiener Stock Price Model and the basic principles of Black-Scholes theory.
• Sommario/riassunto: This textbook offers an easily understandable introduction to the fundamental concepts of financial mathematics and financial engineering. The author presents and discusses the basic concepts of financial engineering and illustrates how to trade and to analyze financial products with numerous examples. Special attention is given to the valuation of basic financial derivatives. In the final section of the book, the author introduces the Wiener Stock Price Model and the basic principles of Black-Scholes theory. The book’s aim is to introduce readers to the basic techniques of modern financial mathematics in a way that is intuitive and easy to follow, and to provide financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world. .
• Titolo autorizzato: The Art of Quantitative Finance Vol.1
• ISBN: 3-031-23873-7
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910686774303321
• Lo trovi qui: Univ. Federico II
• Serie: Springer Texts in Business and Economics, . 2192-4341