A first course in quantitative finance
By: Mazzoni, Thomas.
Publisher: Cambridge Cambridge University Press 2018Description: x, 588p.ISBN: 9781108411431.Subject(s): Quantitative finance | Financial economics -- Behavioral financeDDC classification: 332.0151 | M459f Summary: 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.| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
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Books
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PK Kelkar Library, IIT Kanpur | General Stacks | 332.0151 M459f (Browse shelf) | Checked out to AKSHIT SHUKRAWAL (S22010700) | 23/09/2024 | A184063 |
Browsing PK Kelkar Library, IIT Kanpur Shelves , Collection code: General Stacks Close shelf browser
| 332.0151 D299q Quantitative finance | 332.0151 F212e The elements of financial econometrics | 332.0151 J78c2 The concepts and practice of mathematical finance | 332.0151 M459f A first course in quantitative finance | 332.0151 R259p Principles of financial modelling | 332.0151 W184m Monte Carlo simulation with applications to finance | 332.015118 B439F FINANCIAL MODELING |
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.
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