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Epps, T. Wake

Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope

Epps, T. Wake - Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope, ebook

121,30€

Ebook, PDF with Adobe DRM
ISBN: 9780470455272
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This book presents a course in quantitative finance, including exercises and worked solutions. It emphasizes instruction and technique in covering the essential topics for a quantitative finance survey course: portfolio theory, decision theory, pricing of primary assets, pricing of derivatives, and the empirical behavior of prices. This resource adheres to a self-teaching presentation style, and presents math tools only as their applications are required. Important formulas and derivations are worked out in enough detail so that readers learn associated techniques as well as results.

Keywords: Quantitative Finance, financial theory, portfolio theory, decision theory, pricing of primary assets, pricing of derivatives, empirical behavior of prices, financial economics, Markowitz mean-variance theory, dynamic portfolio theory

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2009
Language
en
Edition
1
Page amount
448 pages
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9780470455272

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