000			01756 a2200205 4500
005			20181217131706.0
008			181210b xxu||||| |||| 00| 0 eng d
020			_a9781108411431
040			_cIIT Kanpur
041			_aeng
082			_a332.0151 _bM459f
100			_aMazzoni, Thomas
245			_aA first course in quantitative finance _cThomas Mazzoni
260			_aCambridge _bCambridge University Press _c2018
300			_ax, 588p
520			_aThis 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			_aQuantitative finance
650			_aFinancial economics -- Behavioral finance
942			_cBK
999			_c559835 _d559835