By Hansjoerg Albrecher,Andreas Binder,Volkmar Lautscham,Philipp Mayer
Swaps, futures, strategies, based tools - a variety of by-product items is traded in ultra-modern monetary markets. examining, pricing and handling such items frequently calls for rather subtle quantitative instruments and strategies. This publication serves as an advent to monetary arithmetic with designated emphasis on facets proper in perform. as well as quite a few illustrative examples, algorithmic implementations are tested utilizing "Mathematica" and the software program package deal "UnRisk" (available for either scholars and teachers). The content material is geared up in 15 chapters that may be taken care of as self sustaining modules.
In specific, the exposition is adapted for school room use in a Bachelor or grasp software direction, in addition to for practitioners who desire to extra advance their quantitative background.
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Extra resources for Introduction to Quantitative Methods for Financial Markets (Compact Textbooks in Mathematics)
Introduction to Quantitative Methods for Financial Markets (Compact Textbooks in Mathematics) by Hansjoerg Albrecher,Andreas Binder,Volkmar Lautscham,Philipp Mayer