Introduction to quantitative methods for financial markets /
ix, 191 p. : ill. (some color) ; 24 cm. - (Compact textbooks in mathematics ) Content notes : 1 Interest, couons and yields.-
2. Financial Products.-
3. The No-Arbitrage Principle.-
4. European and American Options.-
5. The Binomial Option Pricing Model.-
6. The Black-Scholes Model.-
7. The Black-Scholes Formula.-
8. Stock-Price Models.-
9. Interest Rate Models
10. Numerical Methods.-
11. Simulation Methods.-
12. Calibrating Models - Inverse Problems.-
13. Case Studies: Exotic Derivatives.-
14. Portfolio-Optimization.-
15. Introduction to Credit Risk Models.-
References--
Index. Lautscham, Volkmar.Mayer, Philipp.
