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Books > Business & Economics > Economics > Econometrics
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A First Course in Quantitative Finance (Paperback)
Loot Price: R1,652
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A First Course in Quantitative Finance (Paperback)
Expected to ship within 12 - 17 working days
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This new and exciting book offers a fresh approach to quantitative
finance and utilises novel features, including stereoscopic images
which permit 3D visualisation of complex subjects without the need
for additional tools. Offering an integrated approach to the
subject, A First Course in Quantitative Finance introduces students
to the architecture of complete financial markets before exploring
the concepts and models of modern portfolio theory, derivative
pricing and fixed income products in both complete and incomplete
market settings. Subjects are organised throughout in a way that
encourages a gradual and parallel learning process of both the
economic concepts and their mathematical descriptions, framed by
additional perspectives from classical utility theory, financial
economics and behavioural finance. Suitable for postgraduate
students studying courses in quantitative finance, financial
engineering and financial econometrics as part of an economics,
finance, econometric or mathematics program, this book contains all
necessary theoretical and mathematical concepts and numerical
methods, as well as the necessary programming code for porting
algorithms onto a computer.
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