Mathematical Techniques in Finance: An Introduction 1st edition by Amir Sadr – Ebook PDF Instant Download/DeliveryISBN: 111983841X, 9781119838418
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Product details:
ISBN-10 : 111983841X
ISBN-13 : 9781119838418
Author: Amir Sadr
Explore the foundations of modern finance with this intuitive mathematical guide
In Mathematical Techniques in Finance: An Introduction, distinguished finance professional Amir Sadr delivers an essential and practical guide to the mathematical foundations of various areas of finance, including corporate finance, investments, risk management, and more.
Mathematical Techniques in Finance: An Introduction 1st Table of contents:
CHAPTER 1: Finance
1.1 FOLLOW THE MONEY
1.2 FINANCIAL MARKETS AND PARTICIPANTS
1.3 QUANTITATIVE FINANCE
CHAPTER 2: Rates, Yields, Bond Math
2.1 INTEREST RATES
2.2 ARBITRAGE, LAW OF ONE PRICE
2.3 PRICE‐YIELD FORMULA
2.4 SOLVING FOR YIELD: ROOT SEARCH
2.5 PRICE RISK
2.6 LEVEL PAY LOAN
2.7 YIELD CURVE
EXERCISES
PYTHON PROJECTS
CHAPTER 3: Investment Theory
3.1 UTILITY THEORY
3.2 PORTFOLIO SELECTION
3.3 CAPITAL ASSET PRICING MODEL
3.4 FACTORS
3.5 MEAN‐VARIANCE EFFICIENCY AND UTILITY
3.6 INVESTMENTS IN PRACTICE
REFERENCES
EXERCISES
PYTHON PROJECTS
CHAPTER 4: Forwards and Futures
4.1 FORWARDS
4.2 FUTURES CONTRACTS
4.3 STOCK DIVIDENDS
4.4 FORWARD FOREIGN CURRENCY EXCHANGE RATE
4.5 FORWARD INTEREST RATES
REFERENCES
EXERCISES
CHAPTER 5: Risk‐Neutral Valuation
5.1 CONTINGENT CLAIMS
5.2 BINOMIAL MODEL
5.3 FROM ONE TIME‐STEP TO TWO
5.4 RELATIVE PRICES
REFERENCES
EXERCISES
CHAPTER 6: Option Pricing
6.1 RANDOM WALK AND BROWNIAN MOTION
6.2 BLACK‐SCHOLES‐MERTON CALL FORMULA
6.3 IMPLIED VOLATILITY
6.4 GREEKS
6.5 DIFFUSIONS, ITO
6.6 CRR BINOMIAL MODEL
6.7 AMERICAN‐STYLE OPTIONS
6.8 PATH‐DEPENDENT OPTIONS
6.9 EUROPEAN OPTIONS IN PRACTICE
REFERENCES
EXERCISES
PYTHON PROJECTS
CHAPTER 7: Interest Rate Derivatives
7.1 TERM STRUCTURE OF INTEREST RATES
7.2 INTEREST RATE SWAPS
7.3 INTEREST RATE DERIVATIVES
7.4 INTEREST RATE MODELS
7.5 BERMUDAN SWAPTIONS
7.6 TERM STRUCTURE MODELS
7.7 INTEREST RATE DERIVATIVES IN PRACTICE
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