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Title

Introduction to Quantitative Methods for Financial Markets
Authors

Hansjorg Albrecher
Andreas Binder
Organization: MathConsult GmbH
Volkmar Lautscham
Philipp Mayer
Book information

Publisher: Birkhauser (Basel)
Copyright year: 2013
ISBN: 9783034805186
Medium: Paperback
Pages: 191
Out of print?: N
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Description

Swaps, 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.
Subject

*Business and Economics > Finance