Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope
Language: English
Published by John Wiley & Sons Inc, 2009
- First Edition
- Hardcover
- New
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
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Condition: New
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Add to basketItem description from seller
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. Num Pages: 402 pages, Illustrations. BIC Classification: KFF; PB. Category: (P) Professional & Vocational. Dimension: 236 x 162 x 23. Weight in Grams: 688. . 2009. 1st Edition. Hardcover. . . . .
Seller Inventory # V9780470431993
- Title
- Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope
- Author
- T. Wake Epps
- Publisher
- John Wiley & Sons Inc
- Publication year
- 2009
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470431997
- ISBN 13
- 9780470431993
- Edition
- 1st Edition
Presented as a course on the topic, Quantitative Finance traces the evolution of financial theory and provides an overview of core topics associated with financial investments. With its thorough explanations and use of real-world examples, this book carefully outlines instructions and techniques for working with essential topics found within quantitative finance including portfolio theory, pricing of derivatives, decision theory, and the empirical behavior of prices.
The author begins with introductory chapters on mathematical analysis and probability theory, which provide the needed tools for modeling portfolio choice and pricing in discrete time. Next, a review of the basic arithmetic of compounding as well as the relationships that exist among bond prices and spot and forward interest rates is presented.? Additional topics covered include:
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Dividend discount models
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Markowitz mean-variance theory
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The Capital Asset Pricing Model
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Static?portfolio theory based on the expected-utility paradigm
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Familiar probability models for marginal distributions of returns and the dynamic behavior of security prices
The final chapters of the book delve into the paradigms of pricing and present the application of martingale pricing in advanced models of price dynamics. Also included is a step-by-step discussion on the use of Fourier methods to solve for arbitrage-free prices when underlying price dynamics are modeled in realistic, but complex ways.
Throughout the book, the author presents insight on current approaches along with comments on the unique difficulties that exist in the study of financial markets. These reflections illustrate the evolving nature of the financial field and help readers develop analytical techniques and tools to apply in their everyday work. Exercises at the end of most chapters progress in difficulty, and selected worked-out solutions are available in the appendix. In addition, numerous empirical projects utilize MATLAB® and Minitab® to demonstrate the mathematical tools of finance for modeling the behavior of prices and markets. Data sets that accompany these projects can be found via the book's FTP site.
Quantitative Finance is an excellent book for courses in quantitative finance or financial engineering at the upper-undergraduate and graduate levels. It is also a valuable resource for practitioners in related fields including engineering, finance, and economics.
"Synopsis" may belong to another edition of this title.
About the Author
T. W. Epps, PhD, is Professor Emeritus of both Economics and Statistics at the University of Virginia.?A member of the American Finance Association, the American Statistical Association, and the Institute of Mathematical Statistics, Dr. Epps has published numerous journal articles in the areas of statistical theory, financial markets, time series analysis, and econometrics.
"About the title" may belong to another edition of this title.
Kennys Bookshop and Art Galleries Ltd.
Galway, GY, Ireland
AbeBooks seller since February 27, 2001
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