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    • Item No : 146480052768
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      A First Course in Quantitative Finance

      by Thomas Mazzoni

      A First Course in Quantitative Finance is suitable for economics, finance, econometrics and mathematics students with an interest in quantitative finance. Covering all topics from the architecture of financial markets to derivatives, it uses stereoscopic images to allow 3D visualisation of complex subjects without the need for additional tools.

      FORMAT
      Paperback
      LANGUAGE
      English
      CONDITION
      Brand New


      Publisher Description

      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.

      Author Biography

      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.

      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.

      Review

      'A First Course in Quantitative Finance is a gentle introduction in a complicated subject. It covers most important topics - such as portfolio optimisation, derivative pricing, and fixed income products - and discusses them from the perspective of financial economics and financial mathematics. It provides the necessary mathematical background, contains the financial discussion, and is full of illustrative examples. It will be useful for anyone who wants to study the subject area on an advanced level.' Rüdiger Kiesel, Universität Duisburg-Essen
      'This is a remarkably complete book on all aspects of modern finance, covering topics from the puzzles of financial economics, through modern portfolio management to the pricing of exotic options under stochastic volatility at an equally accessible yet state-of-the-art level. Quants, portfolio managers, students and teachers of finance alike will find it to be an invaluable source of insights and a must-have reference to have on their desks.' Peter Tankov, École nationale de la statistique et de l'administration économique

      Promotional

      Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.

      Review Quote

      'A First Course in Quantitative Finance is a gentle introduction in a complicated subject. It covers most important topics -such as portfolio optimisation, derivative pricing, and fixed income products - and discusses them from the perspective of financial economics and financial mathematics. It provides the necessary mathematical background, contains the financial discussion, and is full of illustrative examples. It will be useful for anyone who wants to study the subject area on an advanced level.' Rdiger Kiesel, Universitt Duisburg-Essen

      Promotional "Headline"

      Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.

      Description for Bookstore

      A First Course in Quantitative Finance is suitable for economics, finance, econometrics and mathematics students with an interest in quantitative finance. Covering all topics from the architecture of financial markets to derivatives, it uses stereoscopic images to allow 3D visualisation of complex subjects without the need for additional tools.

      Description for Library

      A First Course in Quantitative Finance is suitable for economics, finance, econometrics and mathematics students with an interest in quantitative finance. Covering all topics from the architecture of financial markets to derivatives, it uses stereoscopic images to allow 3D visualisation of complex subjects without the need for additional tools.

      Details

      ISBN1108411436
      Year 2018
      ISBN-10 1108411436
      ISBN-13 9781108411431
      Format Paperback
      Author Thomas Mazzoni
      Publisher Cambridge University Press
      Media Book
      Imprint Cambridge University Press
      Place of Publication Cambridge
      Country of Publication United Kingdom
      DEWEY 332.0151
      Affiliation Ernst-Moritz-Arndt-Universitat Greifswald, Germany
      Pages 598
      Publication Date 2018-03-22
      Language English
      UK Release Date 2018-03-22
      AU Release Date 2018-03-22
      NZ Release Date 2018-03-22
      Illustrations Worked examples or Exercises; 34 Tables, black and white; 141 Line drawings, black and white
      Alternative 9781108303606
      Audience Postgraduate, Research & Scholarly

      TheNile_Item_ID:168648190;
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