Description
The Art of Quantitative Finance Vol.1, 1st ed. 2023
Trading, Derivatives and Basic Concepts
Springer Texts in Business and Economics Series
Author: Larcher Gerhard
Language: EnglishSubjects for The Art of Quantitative Finance Vol.1:
Publication date: 03-2023
516 p. · 15.5x23.5 cm · Hardback
516 p. · 15.5x23.5 cm · Hardback
Description
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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.
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
Prof. Gerhard Larcher is full Professor for Financial Mathematics and Head of the Institute for Financial Mathematics and Applied Number Theory at the Johannes Kepler University Linz in Austria. He is the spokesperson of the project 'Quasi-Monte Carlo Methods: Theory and Applications', a special research program funded by the Austrian government.
Provides the theoretical foundations of financial mathematics
Presents the basic concepts of derivatives and trading strategies
Discusses the Wiener Stock Price Model and the Black-Scholes theory
© 2024 LAVOISIER S.A.S.
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