Mathematics of the financial markets: financial instruments and derivatives modelling, valuation and risk issues
The book aims to prioritise what needs mastering and presents the content in the most understandable, concise and pedagogical way illustrated by real market examples. Given the variety and the complexity of the materials the book covers, the author sorts through a vast array of topics in a subjectiv...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chichester, West Sussex
Wiley
2013
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBT01 Volltext Buchcover |
| Zusammenfassung: | The book aims to prioritise what needs mastering and presents the content in the most understandable, concise and pedagogical way illustrated by real market examples. Given the variety and the complexity of the materials the book covers, the author sorts through a vast array of topics in a subjective way, relying upon more than twenty years of experience as a market practitioner. The book only requires the reader to be knowledgeable in the basics of algebra and statistics. The Mathematical formulae are only fully proven when the proof brings some useful insight. These formulae are translated from algebra into plain English to aid understanding as the vast majority of practitioners involved in the financial markets are not required to compute or calculate prices or sensitivities themselves as they have access to data providers. Thus, the intention of this book is for the practitioner to gain a deeper understanding of these calculations, both for a safety reason - it is better to understand what is behind the data we manipulate - and secondly being able to appreciate the magnitude of the prices we are confronted with and being able to draft a rough calculation, aside of the market data. |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9781118513477 9781118513484 9781118818510 |
Internformat
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Datensatz im Suchindex
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| author | Ruttiens, Alain |
| author_facet | Ruttiens, Alain |
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| author_sort | Ruttiens, Alain |
| author_variant | a r ar |
| building | Verbundindex |
| bvnumber | BV041877199 |
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| ctrlnum | (OCoLC)841206466 (DE-599)BVBBV041877199 |
| dewey-full | 332.01/519233 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/519233 |
| dewey-search | 332.01/519233 |
| dewey-sort | 3332.01 6519233 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV041877199 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:07:14Z |
| institution | BVB |
| isbn | 9781118513477 9781118513484 9781118818510 |
| language | English |
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| spelling | Ruttiens, Alain Verfasser aut Mathematics of the financial markets financial instruments and derivatives modelling, valuation and risk issues Alain Ruttiens Chichester, West Sussex Wiley 2013 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Wiley finance series The book aims to prioritise what needs mastering and presents the content in the most understandable, concise and pedagogical way illustrated by real market examples. Given the variety and the complexity of the materials the book covers, the author sorts through a vast array of topics in a subjective way, relying upon more than twenty years of experience as a market practitioner. The book only requires the reader to be knowledgeable in the basics of algebra and statistics. The Mathematical formulae are only fully proven when the proof brings some useful insight. These formulae are translated from algebra into plain English to aid understanding as the vast majority of practitioners involved in the financial markets are not required to compute or calculate prices or sensitivities themselves as they have access to data providers. Thus, the intention of this book is for the practitioner to gain a deeper understanding of these calculations, both for a safety reason - it is better to understand what is behind the data we manipulate - and secondly being able to appreciate the magnitude of the prices we are confronted with and being able to draft a rough calculation, aside of the market data. BUSINESS & ECONOMICS / Finance bisacsh Business mathematics fast Finance / Mathematical models fast Mathematisches Modell Wirtschaft Finance / Mathematical models Business mathematics Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Electronic books Finanzmathematik (DE-588)4017195-4 s DE-604 Erscheint auch als Druckausgabe 978-1-118-51345-3 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818510 Verlag Volltext SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027321382&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Buchcover |
| spellingShingle | Ruttiens, Alain Mathematics of the financial markets financial instruments and derivatives modelling, valuation and risk issues BUSINESS & ECONOMICS / Finance bisacsh Business mathematics fast Finance / Mathematical models fast Mathematisches Modell Wirtschaft Finance / Mathematical models Business mathematics Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4017195-4 |
| title | Mathematics of the financial markets financial instruments and derivatives modelling, valuation and risk issues |
| title_auth | Mathematics of the financial markets financial instruments and derivatives modelling, valuation and risk issues |
| title_exact_search | Mathematics of the financial markets financial instruments and derivatives modelling, valuation and risk issues |
| title_full | Mathematics of the financial markets financial instruments and derivatives modelling, valuation and risk issues Alain Ruttiens |
| title_fullStr | Mathematics of the financial markets financial instruments and derivatives modelling, valuation and risk issues Alain Ruttiens |
| title_full_unstemmed | Mathematics of the financial markets financial instruments and derivatives modelling, valuation and risk issues Alain Ruttiens |
| title_short | Mathematics of the financial markets |
| title_sort | mathematics of the financial markets financial instruments and derivatives modelling valuation and risk issues |
| title_sub | financial instruments and derivatives modelling, valuation and risk issues |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Business mathematics fast Finance / Mathematical models fast Mathematisches Modell Wirtschaft Finance / Mathematical models Business mathematics Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Business mathematics Finance / Mathematical models Mathematisches Modell Wirtschaft Finanzmathematik |
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