Full Product Details
Author: Thomas Mazzoni (Ernst-Moritz-Arndt-Universität Greifswald, Germany)
Publisher: Cambridge University Press
Imprint: Cambridge University Press
Dimensions:
Width: 17.90cm
, Height: 3.00cm
, Length: 25.40cm
Weight: 1.310kg
ISBN: 9781108419574
ISBN 10: 1108419577
Pages: 598
Publication Date: 29 March 2018
Audience:
College/higher education
,
College/higher education
,
Postgraduate, Research & Scholarly
,
Tertiary & Higher Education
Format: Hardback
Publisher's Status: Active
Availability: Manufactured on demand
We will order this item for you from a manufactured on demand supplier.
Reviews
'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.' Rudiger Kiesel, Universitat Duisburg-Essen '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, Ecole nationale de la statistique et de l'administration economique '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.' Rudiger Kiesel, Universitat Duisburg-Essen '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, Ecole nationale de la statistique et de l'administration economique
'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.' R diger Kiesel, Universit t Duisburg-Essen '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, cole nationale de la statistique et de l'administration conomique
Author Information
Thomas Mazzoni has lectured at the University of Hagen and the Dortmund Business School and is now based at the Universität Greifswald, Germany, where he received the 2014 award for excellence in teaching and outstanding dedication.
