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Capital Market Finance

An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk

Produktform: Medienkombination

This book offers a comprehensive and coherent presentation of almost all aspects of , providing hands-on knowledge of advanced tools from mathematical finance in a practical setting. Filling the gap between traditional finance textbooks, which tend to avoid advanced mathematical techniques used by professionals, and books in mathematical finance, which are often more focused on mathematical refinements than on practical uses, this book employs advanced mathematical techniques to cover a broad range of key topics in capital markets. In particular, it covers all primitive assets (equities, interest and exchange rates, indices, bank loans), most vanilla and exotic derivatives (swaps, futures, options, hybrids and credit derivatives), portfolio theory and management, and risk assessment and hedging of individual positions as well as portfolios. Throughout, the authors emphasize the methodological aspects and probabilistic foundations of financial asset valuation, risk assessment and measurement. Background in financial mathematics, particularly stochastic calculus, is provided as needed, and over 200 fully worked numerical examples illustrate the theory. weiterlesen

Dieser Artikel gehört zu den folgenden Serien

Sprache(n): Englisch

ISBN: 978-3-030-84598-8 / 978-3030845988 / 9783030845988

Verlag: Springer International Publishing

Erscheinungsdatum: 08.11.2022

Seiten: 1364

Auflage: 1

Autor(en): Patrice Poncet, Roland Portait
Beiträge von Igor Toder

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