Introduction to quantitative methods for financial markets 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.
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References in zbMATH (referenced in 2 articles )
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- Yang, Yin; Soleymani, Fazlollah; Barfeie, Mahdiar; Tohidi, Emran: A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (2020)
- Albrecher, Hansjoerg; Binder, Andreas; Lautscham, Volkmar; Mayer, Philipp: Introduction to quantitative methods for financial markets. Revised and updated translation of the German original (2013)