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  • 1
    Online-Ressource
    Online-Ressource
    An Introduction to Financial Markets : a Quantitative Approach. (2017)
    Newark :John Wiley & Sons, Incorporated,
    Details
    UID:
    almahu_9948198693602882
    Umfang: 1 online resource (783 pages)
    ISBN: 9781118594773 , 1118594770 , 9781119450290 , 1119450292 , 1118014774 , 9781118014776 , 9781118594667 , 1118594665
    Inhalt: This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace while providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout.
    Anmerkung: ""3.6 A digression: Elementary investment analysis"" , ""An Introduction to Financial Markets: A Quantitative Approach""; ""Contents""; ""Preface""; ""About the Companion Website""; ""Part I Overview""; ""1 Financial Markets: Functions, Institutions, and Traded Assets""; ""1.1 What is the purpose of finance?""; ""1.2 Traded assets""; ""1.2.1 The balance sheet""; ""1.2.2 Assets vs. securities""; ""1.2.3 Equity""; ""1.2.4 Fixed income""; ""1.2.5 FOREX markets""; ""1.2.6 Derivatives""; ""1.3 Market participants and their roles""; ""1.3.1 Commercial vs. investment banks""; ""1.3.2 Investment funds and insurance companies"" , ""1.3.3 Dealers and brokers""""1.3.4 Hedgers, speculators, and arbitrageurs""; ""1.4 Market structure and trading strategies""; ""1.4.1 Primary and secondary markets""; ""1.4.2 Over-the-counter vs. exchange-traded derivatives""; ""1.4.3 Auction mechanisms and the limit order book""; ""1.4.4 Buying on margin and leverage""; ""1.4.5 Short-selling""; ""1.5 Market indexes""; ""Problems""; ""Further reading""; ""Bibliography""; ""2 Basic Problems in Quantitative Finance""; ""2.1 Portfolio optimization""; ""2.1.1 Static portfolio optimization: Meanâ#x80;#x93;variance efficiency"" , ""2.1.2 Dynamic decision-making under uncertainty: A stylized consumptionâ#x80;#x93;saving model""""2.2 Risk measurement and management""; ""2.2.1 Sensitivity of asset prices to underlying risk factors""; ""2.2.2 Risk measures in a non-normal world: Value-atrisk""; ""2.2.3 Riskmanagement: Introductory hedging examples""; ""2.2.4 Financial vs. nonfinancial risk factors""; ""2.3 The no-arbitrage principle in asset pricing""; ""2.3.1 Why do we need asset pricing models?""; ""2.3.2 Arbitrage strategies""; ""2.3.3 Pricing by no-arbitrage""; ""2.3.4 Option pricing in a binomial model"" , ""2.3.5 The limitations of the no-arbitrage principle""""2.4 The mathematics of arbitrage""; ""2.4.1 Linearity of the pricing functional and law of one price""; ""2.4.2 Dominant strategies""; ""2.4.3 No-arbitrage principle and risk-neutral measures""; ""S2.1 Multiobjective optimization""; ""S2.2 Summary of LP duality""; ""Problems""; ""Further reading""; ""Bibliography""; ""Part II Fixed-income assets""; ""3 Elementary Theory of Interest Rates""; ""3.1 The time value of money: Shifting money forward in time""; ""3.1.1 Simple vs. compounded rates"" , ""3.1.2 Quoted vs. effective rates: Compounding frequencies""""3.2 The time value of money: Shifting money backward in time""; ""3.2.1 Discount factors and pricing a zero-coupon bond""; ""3.2.2 Discount factors vs. interest rates""; ""3.3 Nominal vs. real interest rates""; ""3.4 The term structure of interest rates""; ""3.5 Elementary bond pricing""; ""3.5.1 Pricing coupon-bearing bonds""; ""3.5.2 Frombond prices to term structures, and vice versa""; ""3.5.3 What is a risk-free rate, anyway?""; ""3.5.4 Yield-to-maturity""; ""3.5.5 Interest rate risk""; ""3.5.6 Pricing floating rate bonds""
    Weitere Ausg.: Print version: Brandimarte, Paolo. An Introduction to Financial Markets : A Quantitative Approach. Newark : John Wiley & Sons, Incorporated, ©2017 ISBN 9781118014776
    Sprache: Englisch
    Schlagwort(e): Electronic books.
    URL: https://onlinelibrary.wiley.com/doi/book/10.1002/9781119450290
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    HU Berlin
  • 2
    Online-Ressource
    Online-Ressource
    An Introduction to Financial Markets : a Quantitative Approach. (2017)
    Newark :John Wiley & Sons, Incorporated,
    Details
    UID:
    edocfu_9959327579902883
    Umfang: 1 online resource (783 pages)
    ISBN: 9781118594773 , 1118594770 , 9781119450290 , 1119450292 , 1118014774 , 9781118014776 , 9781118594667 , 1118594665
    Inhalt: This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace while providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout.
    Anmerkung: ""3.6 A digression: Elementary investment analysis"" , An Introduction to Financial Markets: A Quantitative Approach -- Contents -- Preface -- About the Companion Website -- Part I Overview -- 1 Financial Markets: Functions, Institutions, and Traded Assets -- 1.1 What is the purpose of finance? -- 1.2 Traded assets -- 1.2.1 The balance sheet -- 1.2.2 Assets vs. securities -- 1.2.3 Equity -- 1.2.4 Fixed income -- 1.2.5 FOREX markets -- 1.2.6 Derivatives -- 1.3 Market participants and their roles -- 1.3.1 Commercial vs. investment banks -- 1.3.2 Investment funds and insurance companies , 1.3.3 Dealers and brokers1.3.4 Hedgers, speculators, and arbitrageurs -- 1.4 Market structure and trading strategies -- 1.4.1 Primary and secondary markets -- 1.4.2 Over-the-counter vs. exchange-traded derivatives -- 1.4.3 Auction mechanisms and the limit order book -- 1.4.4 Buying on margin and leverage -- 1.4.5 Short-selling -- 1.5 Market indexes -- Problems -- Further reading -- Bibliography -- 2 Basic Problems in Quantitative Finance -- 2.1 Portfolio optimization -- 2.1.1 Static portfolio optimization: Meanâ#x80;#x93;variance efficiency , 2.1.2 Dynamic decision-making under uncertainty: A stylized consumptionâ#x80;#x93;saving model2.2 Risk measurement and management -- 2.2.1 Sensitivity of asset prices to underlying risk factors -- 2.2.2 Risk measures in a non-normal world: Value-atrisk -- 2.2.3 Riskmanagement: Introductory hedging examples -- 2.2.4 Financial vs. nonfinancial risk factors -- 2.3 The no-arbitrage principle in asset pricing -- 2.3.1 Why do we need asset pricing models? -- 2.3.2 Arbitrage strategies -- 2.3.3 Pricing by no-arbitrage -- 2.3.4 Option pricing in a binomial model , 2.3.5 The limitations of the no-arbitrage principle2.4 The mathematics of arbitrage -- 2.4.1 Linearity of the pricing functional and law of one price -- 2.4.2 Dominant strategies -- 2.4.3 No-arbitrage principle and risk-neutral measures -- S2.1 Multiobjective optimization -- S2.2 Summary of LP duality -- Problems -- Further reading -- Bibliography -- Part II Fixed-income assets -- 3 Elementary Theory of Interest Rates -- 3.1 The time value of money: Shifting money forward in time -- 3.1.1 Simple vs. compounded rates , 3.1.2 Quoted vs. effective rates: Compounding frequencies3.2 The time value of money: Shifting money backward in time -- 3.2.1 Discount factors and pricing a zero-coupon bond -- 3.2.2 Discount factors vs. interest rates -- 3.3 Nominal vs. real interest rates -- 3.4 The term structure of interest rates -- 3.5 Elementary bond pricing -- 3.5.1 Pricing coupon-bearing bonds -- 3.5.2 Frombond prices to term structures, and vice versa -- 3.5.3 What is a risk-free rate, anyway? -- 3.5.4 Yield-to-maturity -- 3.5.5 Interest rate risk -- 3.5.6 Pricing floating rate bonds
    Weitere Ausg.: Print version: Brandimarte, Paolo. An Introduction to Financial Markets : A Quantitative Approach. Newark : John Wiley & Sons, Incorporated, ©2017 ISBN 9781118014776
    Sprache: Englisch
    Schlagwort(e): Electronic books.
    URL: https://onlinelibrary.wiley.com/doi/book/10.1002/9781119450290
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    FU Berlin
  • 3
    Online-Ressource
    Online-Ressource
    An introduction to financial markets : a quantitative approach (2018)
    Hoboken, New Jersey :Wiley,
    Details
    UID:
    edocfu_9961555411302883
    Umfang: 1 online resource (1 volume) : , illustrations
    Ausgabe: 1st edition
    ISBN: 1-119-45029-2 , 1-118-59477-0
    Inhalt: COVERS THE FUNDAMENTAL TOPICS IN MATHEMATICS, STATISTICS, AND FINANCIAL MANAGEMENT THAT ARE REQUIRED FOR A THOROUGH STUDY OF FINANCIAL MARKETS This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace while providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout. Tempered by real-life cases and actual market structures, An Introduction to Financial Markets: A Quantitative Approach accentuates theory through quantitative modeling whenever and wherever necessary. It focuses on the lessons learned from timely subject matter such as the impact of the recent subprime mortgage storm, the collapse of LTCM, and the harsh criticism on risk management and innovative finance. The book also provides the necessary foundations in stochastic calculus and optimization, alongside financial modeling concepts that are illustrated with relevant and hands-on examples. An Introduction to Financial Markets: A Quantitative Approach starts with a complete overview of the subject matter. It then moves on to sections covering fixed income assets, equity portfolios, derivatives, and advanced optimization models. This book’s balanced and broad view of the state-of-the-art in financial decision-making helps provide readers with all the background and modeling tools needed to make “honest money” and, in the process, to become a sound professional. Stresses that gut feelings are not always sufficient and that “critical thinking” and real world applications are appropriate when dealing with complex social systems involving multiple players with conflicting incentives Features a related website that contains a solution manual for end-of-chapter problems Written in a modular style for tailored classroom use Bridges a gap for business and engineering students who are familiar with the problems involved, but are less familiar with the methodologies needed to make smart decisions An Introduction to Financial Markets: A Quantitative Approach offers a balance between the need to illustrate mathematics in action and the need to understand the real life context. It is an ideal text for a first course in financial markets or investments for business, economic, statistics, engi­neering, decision science, and management science students. PAOLO BRANDIMARTE is Full Professor at the Department of Mathematical Sciences of Politecnico di Torino in Italy, ...
    Anmerkung: Part I Overview Financial Markets: Functions, Institutions, and Traded Assets Basic Problems in Quantitative Finance -- Part II Fixed-income assets Elementary Theory of Interest Rates Forward Rate Agreements, Interest Rate Futures, and Vanilla Swaps Fixed-Income Markets Interest Rate Risk Management Part III Equity portfolios Decision-Making under Uncertainty: The Static Case Mean Variance Efficient Portfolios Factor Models Equilibrium Models: CAPM and APT -- Part IV Derivatives -- Modeling Dynamic Uncertainty Forward and Futures Contracts Option Pricing: Complete Markets Option Pricing: Incomplete Markets Part V Advanced optimization models Optimization Model Building Optimization Model Solving.
    Weitere Ausg.: ISBN 1-118-01477-4
    Sprache: Englisch
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    FU Berlin
  • 4
    Online-Ressource
    Online-Ressource
    An introduction to financial markets : a quantitative approach (2018)
    Hoboken, NJ :Wiley,
    Details
    UID:
    almafu_BV044748755
    Umfang: 1 Online-Ressource (xix, 758 Seiten) : , Diagramme.
    ISBN: 978-1-119-45029-0 , 978-1-118-59477-3
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe, Hardcover ISBN 978-1-118-01477-6
    Sprache: Englisch
    Fachgebiete: Wirtschaftswissenschaften , Mathematik
    RVK:
    QK 600
    RVK:
    SK 980
    Schlagwort(e): Kreditmarkt ; Finanzmathematik ; Lehrbuch ; Lehrbuch
    DOI: 10.1002/9781119450290
    URL: Volltext  (URL des Erstveröffentlichers)
    URL: Volltext  (URL des Erstveröffentlichers)
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Online Zugang
    Open Access Wunsch
    FU Berlin
  • 5
    Online-Ressource
    Online-Ressource
    An Introduction to Financial Markets : a Quantitative Approach. (2017)
    Newark :John Wiley & Sons, Incorporated,
    Details
    UID:
    almafu_9959327579902883
    Umfang: 1 online resource (783 pages)
    ISBN: 9781118594773 , 1118594770 , 9781119450290 , 1119450292 , 1118014774 , 9781118014776 , 9781118594667 , 1118594665
    Inhalt: This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace while providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout.
    Anmerkung: ""3.6 A digression: Elementary investment analysis"" , An Introduction to Financial Markets: A Quantitative Approach -- Contents -- Preface -- About the Companion Website -- Part I Overview -- 1 Financial Markets: Functions, Institutions, and Traded Assets -- 1.1 What is the purpose of finance? -- 1.2 Traded assets -- 1.2.1 The balance sheet -- 1.2.2 Assets vs. securities -- 1.2.3 Equity -- 1.2.4 Fixed income -- 1.2.5 FOREX markets -- 1.2.6 Derivatives -- 1.3 Market participants and their roles -- 1.3.1 Commercial vs. investment banks -- 1.3.2 Investment funds and insurance companies , 1.3.3 Dealers and brokers1.3.4 Hedgers, speculators, and arbitrageurs -- 1.4 Market structure and trading strategies -- 1.4.1 Primary and secondary markets -- 1.4.2 Over-the-counter vs. exchange-traded derivatives -- 1.4.3 Auction mechanisms and the limit order book -- 1.4.4 Buying on margin and leverage -- 1.4.5 Short-selling -- 1.5 Market indexes -- Problems -- Further reading -- Bibliography -- 2 Basic Problems in Quantitative Finance -- 2.1 Portfolio optimization -- 2.1.1 Static portfolio optimization: Meanâ#x80;#x93;variance efficiency , 2.1.2 Dynamic decision-making under uncertainty: A stylized consumptionâ#x80;#x93;saving model2.2 Risk measurement and management -- 2.2.1 Sensitivity of asset prices to underlying risk factors -- 2.2.2 Risk measures in a non-normal world: Value-atrisk -- 2.2.3 Riskmanagement: Introductory hedging examples -- 2.2.4 Financial vs. nonfinancial risk factors -- 2.3 The no-arbitrage principle in asset pricing -- 2.3.1 Why do we need asset pricing models? -- 2.3.2 Arbitrage strategies -- 2.3.3 Pricing by no-arbitrage -- 2.3.4 Option pricing in a binomial model , 2.3.5 The limitations of the no-arbitrage principle2.4 The mathematics of arbitrage -- 2.4.1 Linearity of the pricing functional and law of one price -- 2.4.2 Dominant strategies -- 2.4.3 No-arbitrage principle and risk-neutral measures -- S2.1 Multiobjective optimization -- S2.2 Summary of LP duality -- Problems -- Further reading -- Bibliography -- Part II Fixed-income assets -- 3 Elementary Theory of Interest Rates -- 3.1 The time value of money: Shifting money forward in time -- 3.1.1 Simple vs. compounded rates , 3.1.2 Quoted vs. effective rates: Compounding frequencies3.2 The time value of money: Shifting money backward in time -- 3.2.1 Discount factors and pricing a zero-coupon bond -- 3.2.2 Discount factors vs. interest rates -- 3.3 Nominal vs. real interest rates -- 3.4 The term structure of interest rates -- 3.5 Elementary bond pricing -- 3.5.1 Pricing coupon-bearing bonds -- 3.5.2 Frombond prices to term structures, and vice versa -- 3.5.3 What is a risk-free rate, anyway? -- 3.5.4 Yield-to-maturity -- 3.5.5 Interest rate risk -- 3.5.6 Pricing floating rate bonds
    Weitere Ausg.: Print version: Brandimarte, Paolo. An Introduction to Financial Markets : A Quantitative Approach. Newark : John Wiley & Sons, Incorporated, ©2017 ISBN 9781118014776
    Sprache: Englisch
    Schlagwort(e): Electronic books.
    URL: https://onlinelibrary.wiley.com/doi/book/10.1002/9781119450290
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
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