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Author: Michael Lynn Lovelady
Publisher: Pearson Education
ISBN: 0132929198
Category : Business & Economics
Languages : en
Pages : 337
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Book Description
This book makes quantitative finance (almost) easy! Its new visual approach makes quantitative finance accessible to a broad audience, including those without strong backgrounds in math or finance. Michael Lovelady introduces a simplified but powerful technique for calculating profit probabilities and graphically representing the outcomes. Lovelady's "pictures" highlight key characteristics of structured securities such as the increased likelihood of profits, the level of virtual dividends being generated, and market risk exposures. After explaining his visual approach, he applies it to one of today's hottest investing trends: lower-volatility, higher-income strategies. Because of today's intense interest in alternative investments and structured securities, this book reviews their unique advantages to investors, managers and advisors of retail and institutional portfolios. Visual Quantitative Finance focuses on key topics directly related to the design, pricing and communication of structured securities, including stochastic price projections and the framework underlying options pricing formulas. The key is Lovelady's explicit use of probabilities in a spreadsheet format. By working directly with the underlying assumptions, he transforms the Black-Scholes framework into five columns of a simple Excel spreadsheet, with no complicated formulas -- making structured securities far more intuitive to design, evaluate and manage. For all investors, students, and financial professionals who are interested in quantitative finance, risk measurement, options pricing, structured securities, or financial model building - and for everyone who needs to explain these topics to someone else. For those with quantitative backgrounds, this guide offers powerful new tools for design and risk management, simplifying the design and evaluation of innovative instruments. For everyone else, Lovelady makes the subject comprehensible for the first time.
Author: Michael Lynn Lovelady
Publisher: Pearson Education
ISBN: 0132929198
Category : Business & Economics
Languages : en
Pages : 337
Get Book
Book Description
This book makes quantitative finance (almost) easy! Its new visual approach makes quantitative finance accessible to a broad audience, including those without strong backgrounds in math or finance. Michael Lovelady introduces a simplified but powerful technique for calculating profit probabilities and graphically representing the outcomes. Lovelady's "pictures" highlight key characteristics of structured securities such as the increased likelihood of profits, the level of virtual dividends being generated, and market risk exposures. After explaining his visual approach, he applies it to one of today's hottest investing trends: lower-volatility, higher-income strategies. Because of today's intense interest in alternative investments and structured securities, this book reviews their unique advantages to investors, managers and advisors of retail and institutional portfolios. Visual Quantitative Finance focuses on key topics directly related to the design, pricing and communication of structured securities, including stochastic price projections and the framework underlying options pricing formulas. The key is Lovelady's explicit use of probabilities in a spreadsheet format. By working directly with the underlying assumptions, he transforms the Black-Scholes framework into five columns of a simple Excel spreadsheet, with no complicated formulas -- making structured securities far more intuitive to design, evaluate and manage. For all investors, students, and financial professionals who are interested in quantitative finance, risk measurement, options pricing, structured securities, or financial model building - and for everyone who needs to explain these topics to someone else. For those with quantitative backgrounds, this guide offers powerful new tools for design and risk management, simplifying the design and evaluation of innovative instruments. For everyone else, Lovelady makes the subject comprehensible for the first time.
Author: Erik Schlogl
Publisher: CRC Press
ISBN: 1315359855
Category : Mathematics
Languages : en
Pages : 356
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Book Description
Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field. The book also helps readers implement models in a trading or research environment. It presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. Web Resource The author’s website provides fully functional C++ code, including additional C++ source files and examples. Although the code is used to illustrate concepts (not as a finished software product), it nevertheless compiles, runs, and deals with full, rather than toy, problems. The website also includes a suite of practical exercises for each chapter covering a range of difficulty levels and problem complexity.
Author: Gianluca Fusai
Publisher: Springer Science & Business Media
ISBN: 3540499598
Category : Business & Economics
Languages : en
Pages : 607
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Book Description
This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical methods for finance. The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration. Each case develops a detailed solution to a concrete problem arising in applied financial management and guides the user towards a computer implementation. The appendices contain "crash courses" in VBA and Matlab programming languages.
Author: Matt Davison
Publisher: CRC Press
ISBN: 1439871698
Category : Business & Economics
Languages : en
Pages : 532
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Book Description
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 only enables students to practice with the basic techniques of financial mathematics, but it also helps them gain significant intuition about what the techniques mean, how they work, and what happens when they stop working. After introducing risk, return, decision making under uncertainty, and traditional discounted cash flow project analysis, the book covers mortgages, bonds, and annuities using a blend of Excel simulation and difference equation or algebraic formalism. It then looks at how interest rate markets work and how to model bond prices before addressing mean variance portfolio optimization, the capital asset pricing model, options, and value at risk (VaR). The author next focuses on binomial model tools for pricing options and the analysis of discrete random walks. He also introduces stochastic calculus in a nonrigorous way and explains how to simulate geometric Brownian motion. The text proceeds to thoroughly discuss options pricing, mostly in continuous time. It concludes with chapters on stochastic models of the yield curve and incomplete markets using simple discrete models. Accessible to students with a relatively modest level of mathematical background, this book will guide your students in becoming successful quants. It uses both hand calculations and Excel spreadsheets to analyze plenty of examples from simple bond portfolios. The spreadsheets are available on the book’s CRC Press web page.
Author: Thomas Mazzoni
Publisher: Cambridge University Press
ISBN: 1108419577
Category : Business & Economics
Languages : en
Pages : 599
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Book Description
Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.
Author: Cheng-Few Lee
Publisher: Springer Science & Business Media
ISBN: 0387771174
Category : Business & Economics
Languages : en
Pages : 1700
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Book Description
Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.
Author: Johan Astborg
Publisher: Packt Publishing Ltd
ISBN: 1782164634
Category : Computers
Languages : en
Pages : 439
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Book Description
To develop your confidence in F#, this tutorial will first introduce you to simpler tasks such as curve fitting. You will then advance to more complex tasks such as implementing algorithms for trading semi-automation in a practical scenario-based format. If you are a data analyst or a practitioner in quantitative finance, economics, or mathematics and wish to learn how to use F# as a functional programming language, this book is for you. You should have a basic conceptual understanding of financial concepts and models. Elementary knowledge of the .NET framework would also be helpful.
Author: Guido Deboeck
Publisher: Springer Science & Business Media
ISBN: 1447139135
Category : Mathematics
Languages : en
Pages : 306
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Book Description
Edited by Guido Deboeck, a leading exponent in the use of computation intelligence methods in finance and economic forecasting, and the originator of SOM, Teuvo Kohonen. An 8-page color section makes this book unique, colorful and exciting to read. Each chapter contains exercises and solutions, perfectly suited to aid self-study.
Author: George Levy
Publisher: Butterworth-Heinemann
ISBN: 9780750657228
Category : Business & Economics
Languages : en
Pages : 474
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Book Description
Accompanying CD-ROM contains ... "working computer code, demonstration applications, and also PDF versions of several research articles that are referred to in the book." -- d.j.
Author: Steve Bell
Publisher: John Wiley & Sons
ISBN: 1118769430
Category : Business & Economics
Languages : en
Pages : 408
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Book Description
An accessible, thorough introduction to quantitative finance Does the complex world of quantitative finance make you quiver?You're not alone! It's a tough subject for even high-levelfinancial gurus to grasp, but Quantitative Finance ForDummies offers plain-English guidance on making sense ofapplying mathematics to investing decisions. With this completeguide, you'll gain a solid understanding of futures, options andrisk, and get up-to-speed on the most popular equations, methods,formulas and models (such as the Black-Scholes model) that areapplied in quantitative finance. Also known as mathematical finance, quantitative finance is thefield of mathematics applied to financial markets. It's a highlytechnical discipline—but almost all investment companies andhedge funds use quantitative methods. This fun and friendly guidebreaks the subject of quantitative finance down to easilydigestible parts, making it approachable for personal investors andfinance students alike. With the help of Quantitative FinanceFor Dummies, you'll learn the mathematical skills necessary forsuccess with quantitative finance, the most up-to-date portfolioand risk management applications and everything you need to knowabout basic derivatives pricing. Covers the core models, formulas and methods used inquantitative finance Includes examples and brief exercises to help augment yourunderstanding of QF Provides an easy-to-follow introduction to the complex world ofquantitative finance Explains how QF methods are used to define the current marketvalue of a derivative security Whether you're an aspiring quant or a top-tier personalinvestor, Quantitative Finance For Dummies is your go-toguide for coming to grips with QF/risk management.
