The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools

by Gerhard Larcher

Volatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options, American options, path-dependent options, multi-asset options) -- Fundamentals: stochastic analysis and applications, interest rate dynamics, and basic principles of pricing interest rate derivatives.

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Alternative title:	Quantitative Finance. Strategien, Investments, Analysen
Year of publication:	2023
Authors:	Larcher, Gerhard
Publisher:	2023.: Cham : Springer International Publishing 2023.: Cham : Imprint: Springer
Subject:	Trading \| Derivatives \| Financial Mathematics \| Stochastic Analysis \| Valuation \| Capital Markets \| Financial Products \| Financial Strategies \| Portfolio Diversification \| Volatilities \| Volatilität \| Volatility \| Derivat \| Derivative \| Finanzmathematik \| Mathematical finance \| Portfolio-Management \| Portfolio selection \| Finanzmarkt \| Financial market \| Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process \| Finanzprodukt \| Financial product \| Finanzanalyse \| Financial analysis \| Kapitalmarkttheorie \| Financial economics \| Kapitalanlage \| Financial investment

Extent:	1 Online-Ressource (XII, 353 p. 188 illus., 183 illus. in color.)
Series:	Springer Texts in Business and Economics
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Lehrbuch
Language:	English
Notes:	This book was translated by Nina Sattler-Hovdar, based on the highly successful German book "Quantitative Finance. Strategien, Investments, Analysen" by Springer Gabler (2020).
ISBN:	978-3-031-23870-3 ; 978-3-031-23869-7 ; 978-3-031-23871-0
Other identifiers:	10.1007/978-3-031-23870-3 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014239929