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Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope by T. Wake Epps (Hardcover, 2009)

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Exercises at the end of most chapters progress in difficulty, and selected worked-out solutions are available in the appendix. Quantitative Finance is an excellent book for courses in quantitative finance or financial engineering at the upper-undergraduate and graduate levels.

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A rigorous, yet accessible, introduction to essential topics in mathematical finance 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: Dividend discount models Markowitz mean-variance theory The Capital Asset Pricing Model Static?portfolio theory based on the expected-utility paradigm 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 (R) and Minitab (R) 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.

Product Identifiers

Publisher
John Wiley & Sons Inc
ISBN-13
9780470431993
eBay Product ID (ePID)
95571710

Product Key Features

Author
T. Wake Epps
Publication Name
Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope
Format
Hardcover
Language
English
Subject
Finance, Mathematics
Publication Year
2009
Type
Textbook
Number of Pages
448 Pages

Dimensions

Item Height
241mm
Item Width
155mm
Item Weight
694g

Additional Product Features

Title_Author
T. Wake Epps
Country/Region of Manufacture
United States

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Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope by T. Wake Epps (Hardcover, 2009)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

Best Selling in Adult Learning & University

Polyvagal Exercises for Safety and Connection: 50 Client-Centered Practices by Deb Dana (Paperback, 2020)

Save on Adult Learning & University

Ford Falcon EF, EL/Fairlane NF, NL/LTD DF, DL 1994-1998 Haynes Workshop Manual

Netter Atlas of Human Anatomy: Classic Regional Approach

Michael Price Nick Vandome Windows 11 for Seniors in easy steps (Paperback)

BORN IN 1971?... 1951?BIRTHDAY...Australian Social History....Chrisi, Birthdays

Dr. Robert Melillo Disconnected Kids - Revised and Updated (Paperback)

NEW The Demon-Haunted World By Carl Sagan Paperback Free Shipping

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