Quantitative Finance
| Autor: | Epps, T Wake |
|---|---|
| EAN: | 9780470431993 |
| Sprache: | Englisch |
| Seitenzahl: | 448 |
| Produktart: | Gebunden |
| Veröffentlichungsdatum: | 16.03.2009 |
| Untertitel: | Its Development, Mathematical Foundations, and Current Scope |
| Schlagworte: | Mathematics |
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This book presents a course in quantitative finance, including exercises and worked solutions. It emphasizes instruction and technique in covering the essential topics for a quantitative finance survey course: portfolio theory, decision theory, pricing of primary assets, pricing of derivatives, and the empirical behavior of prices. This resource adheres to a self-teaching presentation style, and presents math tools only as their applications are required. Important formulas and derivations are worked out in enough detail so that readers learn associated techniques as well as results.