Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly sophisticated quantitative tools and methods. This book serves as an introduction to financial mathematics with special emphasis on aspects relevant in practice. In addition to numerous illustrative examples, algorithmic implementations are demonstrated using "Mathematica" and the software package "UnRisk" (available for both students and teachers). The content is organized in 15 chapters that can be treated as independent modules. In particular, the exposition is tailored for classroom use in a Bachelor or Master program course, as well as for practitioners who wish to further strengthen their quantitative background.
- ISBN10 3034805209
- ISBN13 9783034805209
- Publish Date 31 July 2013 (first published 27 June 2013)
- Publish Status Withdrawn
- Out of Print 18 October 2014
- Publish Country US
- Imprint Birkhauser
- Format Paperback (US Trade)
- Pages 204
- Language English