عنوان

Quantitative finance /

(Number (ISBN

1118629884

(Number (ISBN

1118629965

(Number (ISBN

1118630009

(Number (ISBN

9781118629888

(Number (ISBN

9781118629963

(Number (ISBN

9781118630006

Erroneous ISBN

9781118629956

Title Proper

Quantitative finance /

General Material Designation

[Book]

First Statement of Responsibility

Maria C. Mariani, University of Texas at El Paso, Texas, United States, Ionut Florescu, Stevens Intistute of Technology, Hoboken, United States.

Place of Publication, Distribution, etc.

Hoboken, NJ :

Name of Publisher, Distributor, etc.

Wiley,

Date of Publication, Distribution, etc.

2020.

Specific Material Designation and Extent of Item

1 online resource (xvii, 470 pages).

Series Title

Wiley series in statistics in practice

Text of Note

Includes bibliographical references and index.

Text of Note

"This book falls broadly in the area of financial mathematics. It presents a multitude of topics that are relevant to the quantitative finance community. Experts in teaching and active in research, the authors aim to discuss theory in the context of applications to specific practical problems. The book is complete with different coding techniques in R and MATLAB and generic pseudo-algorithms to modern finance. Starting with the theoretical backdrop needed from probability and stochastic processes and the description of financial instruments priced throughout the book, the classical Black-Scholes-Merton model is, then, presented in a uniquely accessible and understandable way. Implied volatility, local volatility surfaces, and general methods of inverting partial differential equations (PDE's) are, then, discussed. Two fundamental ways of calculating the price of options and other derivatives are showcased along with a solid presentation of the usual topics in fixed income derivatives, classical models, portfolio management, and hedging portfolios. The book concludes with several new and advanced models from current literature such as nonlinear PDE's for stochastic volatility models in a transaction fee market and PDE's in a jump-diffusion with stochastic volatility models. There are over 300 examples and exercises that are appropriate for the beginning learner and the practicing financier"--

Title

Quantitative finance

International Standard Book Number

9781118629956

Business mathematics.

Finance-- Econometric models.

Finance-- Mathematical models.

Business mathematics.

Finance-- Econometric models.

Finance-- Mathematical models.

Number

Edition

Class number

Book number

Mariani, Maria C.

Florescu, Ionuţ,1973-

Date of Transaction

20200822151736.0

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y