An introduction to financial markets : a quantitative approach
(eBook)
Author
Published
Hoboken, NJ : John Wiley & Son, 2018.
Format
eBook
ISBN
1118594665, 1118594770, 1119450292, 9781118594667, 9781118594773, 9781119450290
Physical Desc
1 online resource (1 volume) : illustrations
Status
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Language
English
Notes
Bibliography
Includes bibliographical references.
Description
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, engi-neering, decision science, and management science students
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Citations
APA Citation, 7th Edition (style guide)
Brandimarte, P. (2018). An introduction to financial markets: a quantitative approach . John Wiley & Son.
Chicago / Turabian - Author Date Citation, 17th Edition (style guide)Brandimarte, Paolo. 2018. An Introduction to Financial Markets: A Quantitative Approach. John Wiley & Son.
Chicago / Turabian - Humanities (Notes and Bibliography) Citation, 17th Edition (style guide)Brandimarte, Paolo. An Introduction to Financial Markets: A Quantitative Approach John Wiley & Son, 2018.
MLA Citation, 9th Edition (style guide)Brandimarte, Paolo. An Introduction to Financial Markets: A Quantitative Approach John Wiley & Son, 2018.
Note! Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy. Citation formats are based on standards as of August 2021.
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Grouped Work ID
f8386443-96ee-0dcf-dca5-c999126d5c9a-eng
Grouping Information
Grouped Work ID | f8386443-96ee-0dcf-dca5-c999126d5c9a-eng |
---|---|
Full title | introduction to financial markets a quantitative approach |
Author | brandimarte paolo |
Grouping Category | book |
Last Update | 2024-09-06 16:31:08PM |
Last Indexed | 2024-09-28 04:43:24AM |
Book Cover Information
Image Source | syndetics |
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First Loaded | Sep 7, 2024 |
Last Used | Sep 27, 2024 |
Marc Record
First Detected | Jul 29, 2024 04:03:37 PM |
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Last File Modification Time | Sep 06, 2024 04:38:40 PM |
MARC Record
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245 | 1 | 3 | |a An introduction to financial markets :|b a quantitative approach /|c Paolo Brandimarte. |
264 | 1 | |a Hoboken, NJ :|b John Wiley & Son,|c 2018. | |
300 | |a 1 online resource (1 volume) :|b illustrations | ||
336 | |a text|b txt|2 rdacontent | ||
337 | |a computer|b c|2 rdamedia | ||
338 | |a online resource|b cr|2 rdacarrier | ||
347 | |a data file | ||
504 | |a Includes bibliographical references. | ||
505 | 0 | |a 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 | |
505 | 8 | |a ""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"" | |
505 | 8 | |a ""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"" | |
505 | 8 | |a 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 | |
505 | 8 | |a 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 | |
520 | |a 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, engi-neering, decision science, and management science students | ||
588 | 0 | |a Online resource; title from title page (Safari, viewed April 6, 2018). | |
650 | 0 | |a Finance|x Mathematical models.|0 http://id.loc.gov/authorities/subjects/sh85048260 | |
650 | 0 | |a Financial engineering.|0 http://id.loc.gov/authorities/subjects/sh91003887 | |
758 | |i has work:|a An introduction to financial markets (Text)|1 https://id.oclc.org/worldcat/entity/E39PCFCBtk4yrvtT6QVQmfKtGb|4 https://id.oclc.org/worldcat/ontology/hasWork | ||
776 | 0 | 8 | |i Print version:|a Brandimarte, Paolo.|t Introduction to financial markets.|d Hoboken, NJ : John Wiley & Son, 2018|z 9781118014776|z 1118014774|w (OCoLC)987796202 |
856 | 4 | 0 | |u https://www.aclib.us/OReilly |