Contemporary issues in quantitative finance [electronic resource].

• 作者： Inci, Ahmet Can.
• 出版： [S.l.] : ROUTLEDGE
• 叢書名： Routledge advanced texts in economics and finance
• 主題： Finance--Mathematical models. , Finances--Modeles mathematiques. , Business mathematics , Econometrics , Economics, Mathematical , Finance--Statistical methods , Finance--Technological innovations
• ISBN： 9781003213697 (electronic bk.) 、 1003213693 (electronic bk.) 、 9781000859362 (electronic bk.) 、 1000859363 (electronic bk.) 、 9781000859447 (electronic bk.) 、 1000859444 (electronic bk.)
• FIND@SFXID: CGU
• 資料類型: 電子書
• 內容註: Includes bibliographical references and index. Introduction: History, Present, Future of Financial Markets and Securities -- Global Finance -- Financial Crises: Reasons, Consequences, Lessons -- Trading Ecosystem: History, Speed, Orders, Intraday, ESG -- Asset Pricing Models -- Modern Portfolio Theory & Optimization -- Hedge Funds, Mutual Funds, ETFs -- Stochastic Calculus -- Monte Carlo Simulations -- Value-at-Risk [VaR] -- Fixed Income Securities, Term Structure of Interest Rates -- Options: Introduction -- Options: Binomial Tree Model -- Options: Black-Scholes-Merton Model -- Options: Greeks and Risk Management -- Forwards and Futures -- Alternative Investments -- Currency, Cryptocurrency, Blockchain, FinTech -- Artificial Intelligence in Finance -- Big Data Analytics.
• More
• 摘要註: Contemporary quantitative finance connects the abstract theory and the practical use of financial innovations, such as ultra-high-frequency trading and cryptocurrencies. It teaches students how to use cutting-edge computational techniques, mathematical tools, and statistical methodologies, with a focus on real-life applications. The textbook opens with chapters on financial markets, global finance, and financial crises, setting the subject in its historical and international context. It then examines key topics in modern quantitative finance, including asset pricing, exchange-traded funds, Monte Carlo simulations, options, alternative investments, artificial intelligence, and big data analytics in finance. Complex theory is condensed to intuition, with appendices presenting advanced mathematical or statistical techniques. Each chapter offers Excel-based implementations, conceptual questions, quantitative problems, and a research project, giving students ample opportunity to develop their skills. Clear chapter objectives, summaries, and key terms also support student learning. Digital supplements, including code and PowerPoint slides, are available for instructors. Assuming some prior financial education, this textbook is suited to upper-level undergraduate and postgraduate courses in quantitative finance, financial engineering, and derivatives.
• 讀者標籤：

  需登入
• 引用連結：

  Copy Link
• 目前引用數
• Share: