Quantitative finance: its development, mathematical foundations, and current scope
Auteur :
Epps, T. Wake
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470431993
Date de publication :
27 mars 2009
Dimensions :
24,3 x 16,1 x 2,3 cm
Poids :
679 g
Langue :
Anglais
Pays d'origine :
USA
This book presents a course in quantitative finance, including exercises and worked solutions. It emphasizes instruction and technique in covering the essential topics for a quantitative finance survey course: portfolio theory, decision theory, pricing of primary assets, pricing of derivatives, and the empirical behavior of prices.