Description
Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.
About the Author
Thomas Mazzoni has lectured at the University of Hagen and the Dortmund Business School and is now based at the Universitat Greifswald, Germany, where he received the 2014 award for excellence in teaching and outstanding dedication.
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
Book Information
ISBN 9781108411431
Author Thomas Mazzoni
Format Paperback
Page Count 598
Imprint Cambridge University Press
Publisher Cambridge University Press
Weight(grams) 1200g
Dimensions(mm) 247mm * 173mm * 26mm