Quantitative Finance - An Introduction to Investments, Asset Pricing, and Derivatives : An Introduction to Investments, Asset Pricing, and Derivatives
Language: English
Published by Princeton University Press Mär 2026, 2026
- Hardcover
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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Neuware - A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master’s program in finance, it is grounded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.- Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choice- Part II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time finance- Part III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theorem- An appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.…
Seller Inventory # 9780691270685
- Title
- Quantitative Finance - An Introduction to Investments, Asset Pricing, and Derivatives : An Introduction to Investments, Asset Pricing, and Derivatives
- Author
- Johan Walden
- Publisher
- Princeton University Press Mär 2026
- Publication year
- 2026
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 0691270686
- ISBN 13
- 9780691270685
- Item weight
- 1,134 grams
- Dimensions
- 258x209x29 mm
A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance
This book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master’s program in finance, it is grounded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.
- Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choice
- Part II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time finance
- Part III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theorem
- An appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis
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