0
Your cart

Your cart is empty

Browse All Departments
  • All Departments
Price
  • R2,500 - R5,000 (1)
  • -
Status
Brand

Showing 1 - 1 of 1 matches in All Departments

Quantitative Finance - A Simulation-Based Introduction Using Excel (Hardcover): Matt Davison Quantitative Finance - A Simulation-Based Introduction Using Excel (Hardcover)
Matt Davison
R2,694 Discovery Miles 26 940 Ships in 12 - 17 working days

Teach Your Students How to Become Successful Working Quants Quantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration. The text not only enables students to practice with the basic techniques of financial mathematics, but it also helps them gain significant intuition about what the techniques mean, how they work, and what happens when they stop working. After introducing risk, return, decision making under uncertainty, and traditional discounted cash flow project analysis, the book covers mortgages, bonds, and annuities using a blend of Excel simulation and difference equation or algebraic formalism. It then looks at how interest rate markets work and how to model bond prices before addressing mean variance portfolio optimization, the capital asset pricing model, options, and value at risk (VaR). The author next focuses on binomial model tools for pricing options and the analysis of discrete random walks. He also introduces stochastic calculus in a nonrigorous way and explains how to simulate geometric Brownian motion. The text proceeds to thoroughly discuss options pricing, mostly in continuous time. It concludes with chapters on stochastic models of the yield curve and incomplete markets using simple discrete models. Accessible to students with a relatively modest level of mathematical background, this book will guide your students in becoming successful quants. It uses both hand calculations and Excel spreadsheets to analyze plenty of examples from simple bond portfolios. The spreadsheets are available on the book's CRC Press web page.

Free Delivery
Pinterest Twitter Facebook Google+
You may like...
Coolaroo Elevated Pet Bed (L)(Brunswick…
R990 R572 Discovery Miles 5 720
ShooAway Fly Repellent Fan (Black)
 (6)
R299 R259 Discovery Miles 2 590
Karcher Paper Bag For A2054 / WD2.200 (5…
 (1)
R230 Discovery Miles 2 300
Multi-Functional Bamboo Standing Laptop…
R1,399 R669 Discovery Miles 6 690
Croxley Create Wood Free Colouring…
R29 Discovery Miles 290
Guardians Of The Galaxy - Awesome Mix…
Various Artists CD  (5)
R195 R174 Discovery Miles 1 740
Tommee Tippee Closer to Nature Microwave…
R725 R549 Discovery Miles 5 490
The Girl On the Train
Emily Blunt, Rebecca Ferguson, … Blu-ray disc  (1)
R64 Discovery Miles 640
Merry Christmas
Mariah Carey, Walter Afanasieff, … CD R122 R112 Discovery Miles 1 120
Cable Guys Controller and Smartphone…
R349 Discovery Miles 3 490

 

Partners