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The Art of Quantitative Finance Vol.2
- Volatilities, Stochastic Analysis and Valuation Tools
Engelsk Hardback
The Art of Quantitative Finance Vol.2
- Volatilities, Stochastic Analysis and Valuation Tools
Engelsk Hardback

1.097 kr
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Om denne bog

This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author''s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.

 

Product detaljer
Sprog:
Engelsk
Sider:
353
ISBN-13:
9783031238697
Indbinding:
Hardback
Udgave:
ISBN-10:
3031238699
Kategori:
Udg. Dato:
24 mar 2023
Længde:
0mm
Bredde:
155mm
Højde:
235mm
Forlag:
Springer International Publishing AG
Oplagsdato:
24 mar 2023
Forfatter(e):
Kategori sammenhænge