Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope

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9780470431993: Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope

A rigorous, yet accessible, introduction to essential topics in mathematical finance

Presented as a course on the topic, Quantitative Finance traces the evolution of financial theory and provides an overview of core topics associated with financial investments. With its thorough explanations and use of real-world examples, this book carefully outlines instructions and techniques for working with essential topics found within quantitative finance including portfolio theory, pricing of derivatives, decision theory, and the empirical behavior of prices.

The author begins with introductory chapters on mathematical analysis and probability theory, which provide the needed tools for modeling portfolio choice and pricing in discrete time. Next, a review of the basic arithmetic of compounding as well as the relationships that exist among bond prices and spot and forward interest rates is presented.? Additional topics covered include:

  • Dividend discount models

  • Markowitz mean-variance theory

  • The Capital Asset Pricing Model

  • Static?portfolio theory based on the expected-utility paradigm

  • Familiar probability models for marginal distributions of returns and the dynamic behavior of security prices

The final chapters of the book delve into the paradigms of pricing and present the application of martingale pricing in advanced models of price dynamics. Also included is a step-by-step discussion on the use of Fourier methods to solve for arbitrage-free prices when underlying price dynamics are modeled in realistic, but complex ways.

Throughout the book, the author presents insight on current approaches along with comments on the unique difficulties that exist in the study of financial markets. These reflections illustrate the evolving nature of the financial field and help readers develop analytical techniques and tools to apply in their everyday work. Exercises at the end of most chapters progress in difficulty, and selected worked-out solutions are available in the appendix. In addition, numerous empirical projects utilize MATLAB® and Minitab® to demonstrate the mathematical tools of finance for modeling the behavior of prices and markets. Data sets that accompany these projects can be found via the book's FTP site.

Quantitative Finance is an excellent book for courses in quantitative finance or financial engineering at the upper-undergraduate and graduate levels. It is also a valuable resource for practitioners in related fields including engineering, finance, and economics.

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About the Author:

T. W. Epps, PhD, is Professor Emeritus of both Economics and Statistics at the University of Virginia.?A member of the American Finance Association, the American Statistical Association, and the Institute of Mathematical Statistics, Dr. Epps has published numerous journal articles in the areas of statistical theory, financial markets, time series analysis, and econometrics.

"Sobre este título" puede pertenecer a otra edición de este libro.

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T. Wake Epps (Univ. of Virginia )
Editorial: John Wiley and Sons
ISBN 10: 0470431997 ISBN 13: 9780470431993
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Descripción John Wiley and Sons. Estado de conservación: New. Brand New. Nº de ref. de la librería 0470431997

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T. Wake Epps
Editorial: John Wiley and Sons Ltd, United States (2009)
ISBN 10: 0470431997 ISBN 13: 9780470431993
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Descripción John Wiley and Sons Ltd, United States, 2009. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book. A rigorous, yet accessible, introduction to essential topics in mathematical finance Presented as a course on the topic, Quantitative Finance traces the evolution of financial theory and provides an overview of core topics associated with financial investments. With its thorough explanations and use of real-world examples, this book carefully outlines instructions and techniques for working with essential topics found within quantitative finance including portfolio theory, pricing of derivatives, decision theory, and the empirical behavior of prices. The author begins with introductory chapters on mathematical analysis and probability theory, which provide the needed tools for modeling portfolio choice and pricing in discrete time. Next, a review of the basic arithmetic of compounding as well as the relationships that exist among bond prices and spot and forward interest rates is presented.? Additional topics covered include:* Dividend discount models* Markowitz mean-variance theory* The Capital Asset Pricing Model* Static?portfolio theory based on the expected-utility paradigm* Familiar probability models for marginal distributions of returns and the dynamic behavior of security prices The final chapters of the book delve into the paradigms of pricing and present the application of martingale pricing in advanced models of price dynamics. Also included is a step-by-step discussion on the use of Fourier methods to solve for arbitrage-free prices when underlying price dynamics are modeled in realistic, but complex ways. Throughout the book, the author presents insight on current approaches along with comments on the unique difficulties that exist in the study of financial markets. These reflections illustrate the evolving nature of the financial field and help readers develop analytical techniques and tools to apply in their everyday work. Exercises at the end of most chapters progress in difficulty, and selected worked-out solutions are available in the appendix. In addition, numerous empirical projects utilize MATLAB(r) and Minitab(r) to demonstrate the mathematical tools of finance for modeling the behavior of prices and markets. Data sets that accompany these projects can be found via the book s site. Quantitative Finance is an excellent book for courses in quantitative finance or financial engineering at the upper-undergraduate and graduate levels. It is also a valuable resource for practitioners in related fields including engineering, finance, and economics. Nº de ref. de la librería AAH9780470431993

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T. Wake Epps
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ISBN 10: 0470431997 ISBN 13: 9780470431993
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Descripción John Wiley and Sons Ltd, United States, 2009. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book. A rigorous, yet accessible, introduction to essential topics in mathematical finance Presented as a course on the topic, Quantitative Finance traces the evolution of financial theory and provides an overview of core topics associated with financial investments. With its thorough explanations and use of real-world examples, this book carefully outlines instructions and techniques for working with essential topics found within quantitative finance including portfolio theory, pricing of derivatives, decision theory, and the empirical behavior of prices. The author begins with introductory chapters on mathematical analysis and probability theory, which provide the needed tools for modeling portfolio choice and pricing in discrete time. Next, a review of the basic arithmetic of compounding as well as the relationships that exist among bond prices and spot and forward interest rates is presented.? Additional topics covered include:* Dividend discount models* Markowitz mean-variance theory* The Capital Asset Pricing Model* Static?portfolio theory based on the expected-utility paradigm* Familiar probability models for marginal distributions of returns and the dynamic behavior of security prices The final chapters of the book delve into the paradigms of pricing and present the application of martingale pricing in advanced models of price dynamics. Also included is a step-by-step discussion on the use of Fourier methods to solve for arbitrage-free prices when underlying price dynamics are modeled in realistic, but complex ways. Throughout the book, the author presents insight on current approaches along with comments on the unique difficulties that exist in the study of financial markets. These reflections illustrate the evolving nature of the financial field and help readers develop analytical techniques and tools to apply in their everyday work. Exercises at the end of most chapters progress in difficulty, and selected worked-out solutions are available in the appendix. In addition, numerous empirical projects utilize MATLAB(r) and Minitab(r) to demonstrate the mathematical tools of finance for modeling the behavior of prices and markets. Data sets that accompany these projects can be found via the book s site. Quantitative Finance is an excellent book for courses in quantitative finance or financial engineering at the upper-undergraduate and graduate levels. It is also a valuable resource for practitioners in related fields including engineering, finance, and economics. Nº de ref. de la librería AAH9780470431993

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T. Wake Epps
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ISBN 10: 0470431997 ISBN 13: 9780470431993
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Descripción Wileyand#8211;Blackwell, 2009. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780470431993

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Descripción John Wiley and Sons Ltd. Hardback. Estado de conservación: new. BRAND NEW, Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope, T. Wake Epps, A rigorous, yet accessible, introduction to essential topics in mathematical finance Presented as a course on the topic, Quantitative Finance traces the evolution of financial theory and provides an overview of core topics associated with financial investments. With its thorough explanations and use of real-world examples, this book carefully outlines instructions and techniques for working with essential topics found within quantitative finance including portfolio theory, pricing of derivatives, decision theory, and the empirical behavior of prices. The author begins with introductory chapters on mathematical analysis and probability theory, which provide the needed tools for modeling portfolio choice and pricing in discrete time. Next, a review of the basic arithmetic of compounding as well as the relationships that exist among bond prices and spot and forward interest rates is presented.? Additional topics covered include:* Dividend discount models* Markowitz mean-variance theory* The Capital Asset Pricing Model* Static?portfolio theory based on the expected-utility paradigm* Familiar probability models for marginal distributions of returns and the dynamic behavior of security prices The final chapters of the book delve into the paradigms of pricing and present the application of martingale pricing in advanced models of price dynamics. Also included is a step-by-step discussion on the use of Fourier methods to solve for arbitrage-free prices when underlying price dynamics are modeled in realistic, but complex ways. Throughout the book, the author presents insight on current approaches along with comments on the unique difficulties that exist in the study of financial markets. These reflections illustrate the evolving nature of the financial field and help readers develop analytical techniques and tools to apply in their everyday work. Exercises at the end of most chapters progress in difficulty, and selected worked-out solutions are available in the appendix. In addition, numerous empirical projects utilize MATLAB(r) and Minitab(r) to demonstrate the mathematical tools of finance for modeling the behavior of prices and markets. Data sets that accompany these projects can be found via the book's FTP site. Quantitative Finance is an excellent book for courses in quantitative finance or financial engineering at the upper-undergraduate and graduate levels. It is also a valuable resource for practitioners in related fields including engineering, finance, and economics. Nº de ref. de la librería B9780470431993

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Descripción John Wiley and Sons Ltd, United States, 2009. Hardback. Estado de conservación: New. New.. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. A rigorous, yet accessible, introduction to essential topics in mathematical finance Presented as a course on the topic, Quantitative Finance traces the evolution of financial theory and provides an overview of core topics associated with financial investments. With its thorough explanations and use of real-world examples, this book carefully outlines instructions and techniques for working with essential topics found within quantitative finance including portfolio theory, pricing of derivatives, decision theory, and the empirical behavior of prices. The author begins with introductory chapters on mathematical analysis and probability theory, which provide the needed tools for modeling portfolio choice and pricing in discrete time. Next, a review of the basic arithmetic of compounding as well as the relationships that exist among bond prices and spot and forward interest rates is presented.? Additional topics covered include:* Dividend discount models* Markowitz mean-variance theory* The Capital Asset Pricing Model* Static?portfolio theory based on the expected-utility paradigm* Familiar probability models for marginal distributions of returns and the dynamic behavior of security prices The final chapters of the book delve into the paradigms of pricing and present the application of martingale pricing in advanced models of price dynamics. Also included is a step-by-step discussion on the use of Fourier methods to solve for arbitrage-free prices when underlying price dynamics are modeled in realistic, but complex ways. Throughout the book, the author presents insight on current approaches along with comments on the unique difficulties that exist in the study of financial markets. These reflections illustrate the evolving nature of the financial field and help readers develop analytical techniques and tools to apply in their everyday work. Exercises at the end of most chapters progress in difficulty, and selected worked-out solutions are available in the appendix. In addition, numerous empirical projects utilize MATLAB(r) and Minitab(r) to demonstrate the mathematical tools of finance for modeling the behavior of prices and markets. Data sets that accompany these projects can be found via the book s site. Quantitative Finance is an excellent book for courses in quantitative finance or financial engineering at the upper-undergraduate and graduate levels. It is also a valuable resource for practitioners in related fields including engineering, finance, and economics. Nº de ref. de la librería BZV9780470431993

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Descripción Wiley, 2009. Hardcover. Estado de conservación: New. Never used!. Nº de ref. de la librería P110470431997

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Descripción Wiley, 2009. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería M0470431997

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Descripción John Wiley & Sons Inc, 2009. Hardcover. Estado de conservación: Brand New. 1st edition. 401 pages. 9.30x6.10x0.90 inches. In Stock. Nº de ref. de la librería __0470431997

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