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A First Course in Quantitative Finance

£44.99

textbook
  • Author: Thomas Mazzoni, Ernst-Moritz-Arndt-Universität Greifswald, Germany
  • Date Published: March 2018
  • availability: Temporarily unavailable - available from TBC
  • format: Paperback
  • isbn: 9781108411431

£ 44.99
Paperback

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About the Authors
  • This new and exciting book offers a fresh approach to quantitative finance and utilises novel features, including stereoscopic images which permit 3D visualisation of complex subjects without the need for additional tools. Offering an integrated approach to the subject, A First Course in Quantitative Finance introduces students to the architecture of complete financial markets before exploring the concepts and models of modern portfolio theory, derivative pricing and fixed income products in both complete and incomplete market settings. Subjects are organised throughout in a way that encourages a gradual and parallel learning process of both the economic concepts and their mathematical descriptions, framed by additional perspectives from classical utility theory, financial economics and behavioural finance. Suitable for postgraduate students studying courses in quantitative finance, financial engineering and financial econometrics as part of an economics, finance, econometric or mathematics program, this book contains all necessary theoretical and mathematical concepts and numerical methods, as well as the necessary programming code for porting algorithms onto a computer.

    • Uses a unique visual teaching method based on stereoscopic illustrations, which allows 3D perception of complex graphical relationships
    • Topics are structured to develop student confidence without overwhelming
    • 'Quick calculations' are used to regularly check student understanding and mastery of a concept
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    Product details

    • Date Published: March 2018
    • format: Paperback
    • isbn: 9781108411431
    • length: 598 pages
    • dimensions: 247 x 173 x 26 mm
    • weight: 1.2kg
    • contains: 141 b/w illus. 34 tables
    • availability: Temporarily unavailable - available from TBC
  • Table of Contents

    1. Introduction
    Part I. Technical Basics:
    2. A primer on probability
    3. Vector spaces
    4. Utility theory
    Part II. Financial Markets and Portfolio Theory:
    5. Architecture of financial markets
    6. Modern portfolio theory
    7. CAPM and APT
    8. Portfolio performance and management
    9. Financial economics
    10. Behavioral finance
    Part III. Derivatives:
    11. Forwards, futures and options
    12. The binomial model
    13. The Black–Scholes theory
    14. Exotics in the Black–Scholes model
    15. Deterministic volatility
    16. Stochastic volatility
    17. Processes with jumps
    Part IV. The Fixed-Income World:
    18. Basic fixed-income instruments
    19. Plain vanilla fixed-income derivatives
    20. Term structure models
    21. The LIBOR market model
    Appendix A. Complex analysis
    Appendix B. Solutions to problems.

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    A First Course in Quantitative Finance

    Thomas Mazzoni

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  • Author

    Thomas Mazzoni, Ernst-Moritz-Arndt-Universität Greifswald, Germany
    Thomas Mazzoni has lectured at the University of Hagen and the Dortmund Business School and is now based at the Universität Greifswald, Germany, where he received the 2014 award for excellence in teaching and outstanding dedication.

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