An introduction to quantitative finance
Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20)
The book is based on the author's upper level undergraduate statistics course at Harvard, yet written in a non-pedagogical manner. The facts are listed and explained in the way a practitioner would like them. Basic undergraduate requirements make the book easy to read. Financial derivatives are the core of the book, and the author is doing a very good job in covering a lot of the items and issues therein. I would recommend the book to students and practitioners, as a motivated guide into the subject. However, for proofs and mathematical justifications (including solutions to the proposed exercises in the book), one should look somewhere else.
- A benchmark approach to quantitative finance
- Introduction to Quantitative Methods for Financial Markets
- scientific article; zbMATH DE number 5782556 (Why is no real title available?)
- Paul Wilmott on quantitative finance. 3 Vols. With CD-ROM
- scientific article; zbMATH DE number 1777932 (Why is no real title available?)
- Quantitative finance. A simulation-based introduction using Excel
- Finance. A quantitative introduction. Volume 2
- Theoretical Foundations for Quantitative Finance
- Finance. A quantitative introduction. Volume 1
- Quantitative Finance
- Stochastic bundles, new classes of Gaussian processes and white noise-space analysis indexed by measures
- Computing agents' reputation within a network
- Operator theory of diffusion equations governed by self-similar measures
This page was built for publication: An introduction to quantitative finance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2846563)
