First course in quantitative finance
- Cambridge : Cambridge University Press, 2018
- x, 588 p. ; ill., 25 cm
Includes bibliographical references and index.
A First Course in Quantitative Finance is suitable for economics, finance, econometrics and mathematics students with an interest in quantitative finance. Covering all topics from the architecture of financial markets to derivatives, it uses stereoscopic images to allow 3D visualisation of complex subjects without the need for additional tools.
9781108411431
Mathematical models Characteristic function Discount bond Expectation value Geometric Brownian motion Implied volality Martingale Swaption Ito's lemma Future contract Bonds Derivatives Black scholes model