TY  - BOOK
AU  - Albrecher,Hansjoerg
AU  - Binder,Andreas
AU  - Lautscham,Volkmar
AU  - Mayer,Philipp
ED  - SpringerLink (Online service)
TI  - Introduction to Quantitative Methods for Financial Markets
T2  - Compact Textbooks in Mathematics,
SN  - 9783034805193
AV  - HB144 
U1  - 519 23
PY  - 2013///
CY  - Basel
PB  - Springer Basel, Imprint: Birkhäuser
KW  - Mathematics
KW  - Game theory
KW  - Economics, Mathematical
KW  - Economic theory
KW  - Game Theory, Economics, Social and Behav. Sciences
KW  - Economic Theory/Quantitative Economics/Mathematical Methods
KW  - Quantitative Finance
N1  - I Interest Rates -- II Financial Products -- III The No-Arbitrage Principle -- IV European and American Options -- The Binomial Option Pricing Model -- VI The Black-Scholes Model -- VII The Black-Scholes Formula -- VIII Stock-Price Models -- IX Interest Rate Models and the Valuation of Interest Rate Derivatives -- X Numerical Tools -- XI Simulation Methods -- XII Calibrating Models – Inverse Problems -- XIII Case Studies: Exotic Derivatives -- XIV Portfolio-Optimization -- XV Introduction to Credit Risk Models
N2  - Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly sophisticated quantitative tools and methods. This book serves as an introduction to financial mathematics with special emphasis on aspects relevant in practice. In addition to numerous illustrative examples, algorithmic implementations are demonstrated using "Mathematica" and the software package "UnRisk" (available for both students and teachers). The content is organized in 15 chapters that can be treated as independent modules. In particular, the exposition is tailored for classroom use in a Bachelor or Master program course, as well as for practitioners who wish to further strengthen their quantitative background
UR  - http://dx.doi.org/10.1007/978-3-0348-0519-3
ER  -