Introduction to Quantitative Methods for Financial Markets

ISBN: 978-3-0348-0518-6 (Print) 978-3-0348-0519-3 (Online)

Table of contents (15 chapters)

  1. Front Matter

    Pages i-ix

  2. No Access

    Book Chapter

    Pages 1-14

    Interest, Coupons and Yields

  3. No Access

    Book Chapter

    Pages 15-26

    Financial Products

  4. No Access

    Book Chapter

    Pages 27-35

    The No-Arbitrage Principle

  5. No Access

    Book Chapter

    Pages 37-45

    European and American Options

  6. No Access

    Book Chapter

    Pages 47-54

    The Binomial Option Pricing Model

  7. No Access

    Book Chapter

    Pages 55-62

    The Black-Scholes Model

  8. No Access

    Book Chapter

    Pages 63-75

    The Black-Scholes Formula

  9. No Access

    Book Chapter

    Pages 77-89

    Stock-Price Models

  10. No Access

    Book Chapter

    Pages 91-102

    Interest Rate Models

  11. No Access

    Book Chapter

    Pages 103-115

    Numerical Methods

  12. No Access

    Book Chapter

    Pages 117-131

    Simulation Methods

  13. No Access

    Book Chapter

    Pages 133-141

    Calibrating Models – Inverse Problems

  14. No Access

    Book Chapter

    Pages 143-153

    Case Studies: Exotic Derivatives

  15. No Access

    Book Chapter

    Pages 155-169

    Portfolio Optimization

  16. No Access

    Book Chapter

    Pages 171-183

    Introduction to Credit Risk Models

  17. Back Matter

    Pages 185-191