Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope

Epps, T.Wake

CHF 138.90
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Éditeur
Wiley-Blackwell (an imprint of John Wiley & Sons Ltd)
Pages
402
Parution
mars 2009
Format
Cartonné
Langue
Anglais
Dimensions
242 × 162 × 26 cm
EAN
9780470431993
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  • Résumé

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.
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