Introduction to Quantitative Methods for Financial Markets

  • Hansjoerg Albrecher
  • Andreas Binder
  • Volkmar Lautscham
  • Philipp Mayer

Part of the Compact Textbooks in Mathematics book series (CTM)

Table of contents

  1. Front Matter
    Pages i-ix
  2. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 1-14
  3. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 15-26
  4. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 27-35
  5. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 37-45
  6. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 47-54
  7. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 55-62
  8. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 63-75
  9. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 77-89
  10. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 91-102
  11. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 103-115
  12. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 117-131
  13. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 133-141
  14. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 143-153
  15. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 155-169
  16. Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
    Pages 171-183
  17. Back Matter
    Pages 185-191

About this book

Introduction

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.

Keywords

Derivative Pricing: Models and Algorithms Financial Mathematics Numerical Methods in Finance Portfolio Theory Quantitative Finance Risk Management

Authors and affiliations

  • Hansjoerg Albrecher
    • 1
  • Andreas Binder
    • 2
  • Volkmar Lautscham
    • 3
  • Philipp Mayer
    • 4
  1. 1., Department of Actuarial ScienceUniversity of LausanneLausanneSwitzerland
  2. 2.Kompetenzzentrum IndustriemathematikMathconsult GmbHLinzAustria
  3. 3., Department of Actuarial ScienceUniversity of LausanneLausanneSwitzerland
  4. 4., Department of MathematicsTU GrazGrazAustria

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-0348-0519-3
  • Copyright Information Springer Basel 2013
  • Publisher Name Birkhäuser, Basel
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-0348-0518-6
  • Online ISBN 978-3-0348-0519-3
  • Series Print ISSN 2296-4568
  • Series Online ISSN 2296-455X
  • About this book