000 -LEADER |
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01756 a2200205 4500 |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20181217131706.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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181210b xxu||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
ISBN |
9781108411431 |
040 ## - CATALOGING SOURCE |
Transcribing agency |
IIT Kanpur |
041 ## - LANGUAGE CODE |
Language code of text/sound track or separate title |
eng |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.0151 |
Item number |
M459f |
100 ## - MAIN ENTRY--AUTHOR NAME |
Personal name |
Mazzoni, Thomas |
245 ## - TITLE STATEMENT |
Title |
A first course in quantitative finance |
Statement of responsibility, etc |
Thomas Mazzoni |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication |
Cambridge |
Name of publisher |
Cambridge University Press |
Year of publication |
2018 |
300 ## - PHYSICAL DESCRIPTION |
Number of Pages |
x, 588p |
520 ## - SUMMARY, ETC. |
Summary, etc |
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. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical Term |
Quantitative finance |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical Term |
Financial economics -- Behavioral finance |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Koha item type |
Books |