A first course in quantitative finance

✍ Scribed by Mazzoni, Thomas

• Publisher: Cambridge University Press
• Year: 2018
• Tongue: English
• Category: Library

✦ Table of Contents

1. Introduction
   Part I. Technical Basics: 2. A primer on probability
   3. Vector spaces
   4. Utility theory
   Part II. Financial Markets and Portfolio Theory: 5. Architecture of financial markets
   6. Modern portfolio theory
   7. CAPM and APT
   8. Portfolio performance and management
   9. Financial economics
   10. Behavioral finance
   Part III. Derivatives: 11. Forwards, futures and options
   12. The binomial model
   13. The Black-Scholes theory
   14. Exotics in the Black-Scholes model
   15. Deterministic volatility
   16. Stochastic volatility
   17. Processes with jumps
   Part IV. The Fixed-Income World: 18. Basic fixed-income instruments
   19. Plain vanilla fixed-income derivatives
   20. Term structure models
   21. The LIBOR market model
   Appendix A. Complex analysis
   Appendix B. Solutions to problems.

✦ Subjects

Finance--Mathematical models;Finanzmathematik;Optionspreistheorie;Portfolio-Management;Lehrbuch;Finance -- Mathematical models;Finance