Quantitative finance a simulation-based introduction using excel
Teach Your Students How to Become Successful Working Quants Quantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration. The text not onl...
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| Format: | eBook |
| Language: | Inglés |
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Boca Raton, FL :
Chapman and Hall/CRC, an imprint of Taylor and Francis
2014.
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| Edition: | 1st edition |
| Series: | A Chapman & Hall Book
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| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009630054206719 |
Table of Contents:
- Front Cover; Contents; Preface; Author; Chapter 1 - Introduction; Chapter 2 - Intuition about Uncertainty and Risk; Chapter 3 - The Classical Approach to Decision Making under Uncertainty; Chapter 4 - Valuing Investment Opportunities: The Discounted Cash Flow Method; Chapter 5 - Repaying Loans over Time; Chapter 6 - Bond Pricing with Default: Using Simulations; Chapter 7 - Bond Pricing with Default: Using Difference Equations; Chapter 8 - Difference Equations for Life Annuities; Chapter 9 - Tranching and Collateralized Debt Obligations
- Chapter 10 - Bond CDOs: More than Two Bonds, Correlation, and SimulationChapter 11 - Fundamentals of Fixed Income Markets; Chapter 12 - Yield Curves and Bond Risk Measures; Chapter 13 - Forward Rates; Chapter 14 - Modeling Stock Prices; Chapter 15 - Mean Variance Portfolio Optimization; Chapter 16 - A Qualitative Introduction to Options; Chapter 17 - Value at Risk; Chapter 18 - Pricing Options Using Binomial Trees; Chapter 19 - Random Walks; Chapter 20 - Basic Stochastic Calculus; Chapter 21 - Simulating Geometric Brownian Motion
- Chapter 22 - Black Scholes PDE for Pricing Options in Continuous TimeChapter 23 - Solving the Black Scholes PDE; Chapter 24 - Pricing Put Options Using Put Call Parity; Chapter 25 - Some Approximate Values of the Black Scholes Call Formula; Chapter 26 - Simulating Delta Hedging; Chapter 27 - Black Scholes with Dividends; Chapter 28 - American Options; Chapter 29 - Pricing the Perpetual American Put and Call; Chapter 30 - Options on Multiple Underlying Assets; Chapter 31 - Interest Rate Models; Chapter 32 - Incomplete Markets; Appendix 1 - Probability Theory Basics
- Appendix 2 - Proof of DeMoivre-Laplace TheoremAppendix 3 - Naming Variables in Excel; Appendix 4 - Building VBA Macros from Excel; Back Cover
