000			03186nam a22005295i 4500
001			978-3-0348-0519-3
003			DE-He213
005			20140220082836.0
007			cr nn 008mamaa
008			130628s2013 sz | s |||| 0|eng d
020			_a9783034805193 _9978-3-0348-0519-3
024	7		_a10.1007/978-3-0348-0519-3 _2doi
050		4	_aHB144
050		4	_aQA269-272
072		7	_aPBUD _2bicssc
072		7	_aMAT011000 _2bisacsh
072		7	_aBUS069030 _2bisacsh
082	0	4	_a519 _223
100	1		_aAlbrecher, Hansjoerg. _eauthor.
245	1	0	_aIntroduction to Quantitative Methods for Financial Markets _h[electronic resource] / _cby Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer.
264		1	_aBasel : _bSpringer Basel : _bImprint: Birkhäuser, _c2013.
300			_aIX, 191 p. 48 illus., 10 illus. in color. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aCompact Textbooks in Mathematics, _x2296-4568
505	0		_aI 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.
520			_aSwaps, 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.
650		0	_aMathematics.
650		0	_aFinance.
650		0	_aEconomics, Mathematical.
650	1	4	_aMathematics.
650	2	4	_aGame Theory, Economics, Social and Behav. Sciences.
650	2	4	_aGame Theory/Mathematical Methods.
650	2	4	_aQuantitative Finance.
700	1		_aBinder, Andreas. _eauthor.
700	1		_aLautscham, Volkmar. _eauthor.
700	1		_aMayer, Philipp. _eauthor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783034805186
830		0	_aCompact Textbooks in Mathematics, _x2296-4568
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-0348-0519-3
912			_aZDB-2-SMA
999			_c96298 _d96298