{"product_id":"a-first-course-in-quantitative-finance-9781108419574","title":"A First Course in Quantitative Finance","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eA First Course in Quantitative Finance is suitable for economics, finance, econometrics and mathematics students with an interest in quantitative finance. Covering all topics from the architecture of financial markets to derivatives, it uses stereoscopic images to allow 3D visualisation of complex subjects without the need for additional tools.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTrade Review\u003c\/b\u003e\u003cbr\u003e'A First Course in Quantitative Finance is a gentle introduction in a complicated subject. It covers most important topics - such as portfolio optimisation, derivative pricing, and fixed income products - and discusses them from the perspective of financial economics and financial mathematics. It provides the necessary mathematical background, contains the financial discussion, and is full of illustrative examples. It will be useful for anyone who wants to study the subject area on an advanced level.' Rüdiger Kiesel, Universität Duisburg-Essen\u003cbr\u003e'This is a remarkably complete book on all aspects of modern finance, covering topics from the puzzles of financial economics, through modern portfolio management to the pricing of exotic options under stochastic volatility at an equally accessible yet state-of-the-art level. Quants, portfolio managers, students and teachers of finance alike will find it to be an invaluable source of insights and a must-have reference to have on their desks.' Peter Tankov, École nationale de la statistique et de l'administration économique\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e1. Introduction; Part I. Technical Basics: 2. A primer on probability; 3. Vector spaces; 4. Utility theory; Part II. Financial Markets and Portfolio Theory: 5. Architecture of financial markets; 6. Modern portfolio theory; 7. CAPM and APT; 8. Portfolio performance and management; 9. Financial economics; 10. Behavioral finance; Part III. Derivatives: 11. Forwards, futures and options; 12. The binomial model; 13. The Black–Scholes theory; 14. Exotics in the Black–Scholes model; 15. Deterministic volatility; 16. Stochastic volatility; 17. Processes with jumps; Part IV. The Fixed-Income World: 18. Basic fixed-income instruments; 19. Plain vanilla fixed-income derivatives; 20. Term structure models; 21. The LIBOR market model; Appendix A. Complex analysis; Appendix B. Solutions to problems.","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":52084541948247,"sku":"9781108419574","price":85.49,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781108419574.jpg?v=1762206742","url":"https:\/\/bookcurl.com\/products\/a-first-course-in-quantitative-finance-9781108419574","provider":"Book Curl","version":"1.0","type":"link"}