000			01652cam a22002895a 4500
001			135674
003			ISI Library, Kolkata
005			20150416122931.0
008			130513s2013 sz 000 0 eng
020			_a9783034805186 (pbk.)
040			_aISI Library
082	0	0	_223 _bAl341 _a650.01513
100			_aAlbrecher, Hansjoerg.
245	0	0	_aIntroduction to quantitative methods for financial markets / _cHansjoerg Albrecher...[et al.].
260			_aNew York : _bSpringer, _c2013.
300			_aix, 191 p. : _bill. (some color) ; _c24 cm.
490	0		_aCompact textbooks in mathematics
504			_aIncludes bibliographical references and index.
505			_a1 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.
520			_aThis book covers a broad range of topics in financial mathematics and quantitative modeling, from products and concepts, via model development, up to the calibration of models to market data and implementation of pricing algorithms.
546			_aTranslated from the German.
650		0	_aBusiness mathematics.
700	1		_aBinder, Andreas.
700	1		_aLautscham, Volkmar.
700	1		_aMayer, Philipp.
942			_2ddc _cBK
999			_c419006 _d419006