Quantitative finance:
"This book falls broadly in the area of financial mathematics. It presents a multitude of topics that are relevant to the quantitative finance community. Experts in teaching and active in research, the authors aim to discuss theory in the context of applications to specific practical problems....
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2020
|
| Schriftenreihe: | Wiley series in statistics in practice
|
| Schlagworte: | |
| Online-Zugang: | Buchcover |
| Zusammenfassung: | "This book falls broadly in the area of financial mathematics. It presents a multitude of topics that are relevant to the quantitative finance community. Experts in teaching and active in research, the authors aim to discuss theory in the context of applications to specific practical problems. The book is complete with different coding techniques in R and MATLAB and generic pseudo-algorithms to modern finance. Starting with the theoretical backdrop needed from probability and stochastic processes and the description of financial instruments priced throughout the book, the classical Black-Scholes-Merton model is, then, presented in a uniquely accessible and understandable way. Implied volatility, local volatility surfaces, and general methods of inverting partial differential equations (PDE's) are, then, discussed. Two fundamental ways of calculating the price of options and other derivatives are showcased along with a solid presentation of the usual topics in fixed income derivatives, classical models, portfolio management, and hedging portfolios. The book concludes with several new and advanced models from current literature such as nonlinear PDE's for stochastic volatility models in a transaction fee market and PDE's in a jump-diffusion with stochastic volatility models. There are over 300 examples and exercises that are appropriate for the beginning learner and the practicing financier"-- |
| Beschreibung: | Includes index |
| Beschreibung: | xvii, 470 Seiten Illustrationen |
| ISBN: | 9781118629956 |
Internformat
MARC
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| 100 | 1 | |a Mariani, Maria C. |e Verfasser |0 (DE-588)1212811283 |4 aut | |
| 245 | 1 | 0 | |a Quantitative finance |c Maria C. Mariani (University of Texas at El Paso, Texas, United States) Ionut Florescu (Stevens Intistute of Technology, Hoboken, United States) |
| 264 | 1 | |a Hoboken, NJ |b Wiley |c 2020 | |
| 300 | |a xvii, 470 Seiten |b Illustrationen | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley series in statistics in practice | |
| 500 | |a Includes index | ||
| 520 | 3 | |a "This book falls broadly in the area of financial mathematics. It presents a multitude of topics that are relevant to the quantitative finance community. Experts in teaching and active in research, the authors aim to discuss theory in the context of applications to specific practical problems. The book is complete with different coding techniques in R and MATLAB and generic pseudo-algorithms to modern finance. Starting with the theoretical backdrop needed from probability and stochastic processes and the description of financial instruments priced throughout the book, the classical Black-Scholes-Merton model is, then, presented in a uniquely accessible and understandable way. Implied volatility, local volatility surfaces, and general methods of inverting partial differential equations (PDE's) are, then, discussed. Two fundamental ways of calculating the price of options and other derivatives are showcased along with a solid presentation of the usual topics in fixed income derivatives, classical models, portfolio management, and hedging portfolios. The book concludes with several new and advanced models from current literature such as nonlinear PDE's for stochastic volatility models in a transaction fee market and PDE's in a jump-diffusion with stochastic volatility models. There are over 300 examples and exercises that are appropriate for the beginning learner and the practicing financier"-- | |
| 650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 653 | 0 | |a Business mathematics | |
| 653 | 0 | |a Finance / Mathematical models | |
| 653 | 0 | |a Finance / Econometric models | |
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Datensatz im Suchindex
| _version_ | 1804180558068056064 |
|---|---|
| any_adam_object | 1 |
| author | Mariani, Maria C. Florescu, Ionuţ 1973- |
| author_GND | (DE-588)1212811283 (DE-588)1045740780 |
| author_facet | Mariani, Maria C. Florescu, Ionuţ 1973- |
| author_role | aut aut |
| author_sort | Mariani, Maria C. |
| author_variant | m c m mc mcm i f if |
| building | Verbundindex |
| bvnumber | BV046187536 |
| callnumber-first | H - Social Science |
| callnumber-label | HF5691 |
| callnumber-raw | HF5691 |
| callnumber-search | HF5691 |
| callnumber-sort | HF 45691 |
| callnumber-subject | HF - Commerce |
| classification_rvk | QP 830 |
| classification_tum | MAT 902f WIR 160f |
| ctrlnum | (OCoLC)1137822184 (DE-599)KXP1671717392 |
| dewey-full | 332.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/5195 |
| dewey-search | 332.01/5195 |
| dewey-sort | 3332.01 45195 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV046187536 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T08:37:40Z |
| institution | BVB |
| isbn | 9781118629956 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-031566944 |
| oclc_num | 1137822184 |
| open_access_boolean | |
| owner | DE-91G DE-BY-TUM DE-11 |
| owner_facet | DE-91G DE-BY-TUM DE-11 |
| physical | xvii, 470 Seiten Illustrationen |
| publishDate | 2020 |
| publishDateSearch | 2020 |
| publishDateSort | 2020 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley series in statistics in practice |
| spelling | Mariani, Maria C. Verfasser (DE-588)1212811283 aut Quantitative finance Maria C. Mariani (University of Texas at El Paso, Texas, United States) Ionut Florescu (Stevens Intistute of Technology, Hoboken, United States) Hoboken, NJ Wiley 2020 xvii, 470 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Wiley series in statistics in practice Includes index "This book falls broadly in the area of financial mathematics. It presents a multitude of topics that are relevant to the quantitative finance community. Experts in teaching and active in research, the authors aim to discuss theory in the context of applications to specific practical problems. The book is complete with different coding techniques in R and MATLAB and generic pseudo-algorithms to modern finance. Starting with the theoretical backdrop needed from probability and stochastic processes and the description of financial instruments priced throughout the book, the classical Black-Scholes-Merton model is, then, presented in a uniquely accessible and understandable way. Implied volatility, local volatility surfaces, and general methods of inverting partial differential equations (PDE's) are, then, discussed. Two fundamental ways of calculating the price of options and other derivatives are showcased along with a solid presentation of the usual topics in fixed income derivatives, classical models, portfolio management, and hedging portfolios. The book concludes with several new and advanced models from current literature such as nonlinear PDE's for stochastic volatility models in a transaction fee market and PDE's in a jump-diffusion with stochastic volatility models. There are over 300 examples and exercises that are appropriate for the beginning learner and the practicing financier"-- Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Business mathematics Finance / Mathematical models Finance / Econometric models Finanzmathematik (DE-588)4017195-4 s Ökonometrisches Modell (DE-588)4043212-9 s DE-604 Florescu, Ionuţ 1973- Verfasser (DE-588)1045740780 aut Erscheint auch als Online-Ausgabe, PDF 978-1-118-62996-3 Erscheint auch als Online-Ausgabe, EPUB 978-1-118-62988-8 SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=031566944&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Buchcover |
| spellingShingle | Mariani, Maria C. Florescu, Ionuţ 1973- Quantitative finance Ökonometrisches Modell (DE-588)4043212-9 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4017195-4 |
| title | Quantitative finance |
| title_auth | Quantitative finance |
| title_exact_search | Quantitative finance |
| title_full | Quantitative finance Maria C. Mariani (University of Texas at El Paso, Texas, United States) Ionut Florescu (Stevens Intistute of Technology, Hoboken, United States) |
| title_fullStr | Quantitative finance Maria C. Mariani (University of Texas at El Paso, Texas, United States) Ionut Florescu (Stevens Intistute of Technology, Hoboken, United States) |
| title_full_unstemmed | Quantitative finance Maria C. Mariani (University of Texas at El Paso, Texas, United States) Ionut Florescu (Stevens Intistute of Technology, Hoboken, United States) |
| title_short | Quantitative finance |
| title_sort | quantitative finance |
| topic | Ökonometrisches Modell (DE-588)4043212-9 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Ökonometrisches Modell Finanzmathematik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=031566944&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT marianimariac quantitativefinance AT florescuionut quantitativefinance |