| Description |
xviii, 401 pages : illustrations ; 25 cm |
| Contents |
Pt. I. Perspective and Preparation -- 1. Introduction and Overview -- 2. Tools from Calculus and Analysis -- 3. Probability -- Pt. II. Portfolios and Prices -- 4. Interest and Bond Prices -- 5. Models of Portfolio Choice -- 6. Prices in a Mean-VarianceWorld -- 7. Rational Decisions under Risk -- 8. Observed Decisions under Risk -- 9. Distributions of Returns -- 10. Dynamics of Prices and Returns -- 11. Stochastic Calculus -- 12. Portfolio Decisions over Time -- 13. Optimal Growth -- 14. Dynamic Models for Prices -- 15. Efficient Markets -- Pt. III. Paradigms for Pricing -- 16. Static Arbitrage Pricing -- 17. Dynamic Arbitrage Pricing -- 18. Properties of Option Prices -- 19. Martingale Pricing -- 20. Modeling Volatility -- 21. Discontinuous Price Processes -- 22. Options on Jump Processes -- 23. Options on S.V. Processes |
| Summary |
"This book is a rigorous, yet accessible, introduction to essential topics in mathematical finance" "Presented as a course on the topic, Quantitative Finance traces the evolution of financial theory and provides an overview of core topics associated with financial investments. With its thorough explanations and use of real-world examples, this book carefully outlines instructions and techniques for working with essential topics found within quantitative finance including portfolio theory, pricing of derivatives, decision theory, and the empirical behavior of prices." "The author begins with introductory chapters on mathematical analysis and probability theory, which provide the needed tools for modeling portfolio choice and pricing in discrete time. Next, a review of the basic arithmetic of compounding as well as the relationships that exist among bond prices and spot and forward interest rates is presented.?"--BOOK JACKET |
| Notes |
Formerly CIP. Uk |
| Bibliography |
Includes bibliographical references (pages 391-395) and index |
| Notes |
Online version of the print title |
|
System requirements: Internet connectivity, World Wide Web browser, and Adobe Acrobat reader |
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Mode of access: World Wide Web |
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Description based on print version record |
| Subject |
Finance -- Mathematical models.
|
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Investments -- Mathematical models.
|
| LC no. |
2008041830 |
| ISBN |
9780470431993 cloth |
|
0470431997 cloth |
|
