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