000 | a | ||
---|---|---|---|
999 |
_c32106 _d32106 |
||
008 | 230904b xxu||||| |||| 00| 0 eng d | ||
020 | _a9781108411431 | ||
082 |
_a332.0151 _bMAZ |
||
100 | _aMazzoni, Thomas | ||
245 | _aFirst course in quantitative finance | ||
260 |
_bCambridge University Press, _c2018 _aCambridge : |
||
300 |
_ax, 588 p. ; _bill., _c25 cm |
||
365 |
_b48.99 _cGBP _d110.40 |
||
504 | _aIncludes bibliographical references and index. | ||
520 | _aA 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. | ||
650 | _aMathematical models | ||
650 | _aCharacteristic function | ||
650 | _aDiscount bond | ||
650 | _aExpectation value | ||
650 | _aGeometric Brownian motion | ||
650 | _aImplied volality | ||
650 | _aMartingale | ||
650 | _aSwaption | ||
650 | _aIto's lemma | ||
650 | _aFuture contract | ||
650 | _aBonds | ||
650 | _aDerivatives | ||
650 | _aBlack scholes model | ||
942 |
_2ddc _cBK |