A guide to quantitative finance : tools and techniques for understanding and implementing financial analytics
著者
書誌事項
A guide to quantitative finance : tools and techniques for understanding and implementing financial analytics
Risk Books, c2006
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注記
Includes index
内容説明・目次
内容説明
Compiled by a professor of mathematical finance, Marcello Minenna, this extensive manual will enable the reader to: understand the models adopted by the financial markets; evaluate the practical application of these models; implement the models presented; and develop the skills required to independently tailor new models to their own specific needs. As well as a reference guide for advanced practitioners and academics, this manual is also designed for beginners and intermediate users to quickly grasp the complexities of quantitative finance. This self-contained and methodical guide will allow the reader to fully grasp the mathematics underlying the pricing of derivatives. And most importantly, will empower them to put their quantitative skills into practice.
目次
CONTENTS I CALCULUS 1 Calculus 2 Linear Algebra 3 Sequences and Series 4 Differential Calculus 5 Integral Calculus 6 Remarkable Functions 7 Complex Numbers 8 Differential Equations 9 Transforms II PROBABILITY 10 Measure Theory 11 Probability Theory 12 Stochastic Calculus 13 Stochastic Differential Equations III FINANCE 14 Actuarial Calculus 15 Equity Derivatives Models 16 Term-Structure models INDEX
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