The Art of Quantitative Finance Vol.2
Volatilities, Stochastic Analysis and Valuation Tools
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Beschreibung
This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author’s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.
This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author’s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.
Illustrates mathematical methods to analyse volatilities Introduces the reader to stochastic analysis in the context of valuation Presents extended applications of the Black-Scholes theory
Autor*in
Gerhard Larcher
Themen in »The Art of Quantitative Finance Vol.2«
Trading Derivatives Financial Mathematics Stochastic Analysis Valuation Capital Markets Financial Products Financial Strategies Portfolio Diversification Volatilities
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“The author’s presentation is clear and accessible, focusing more on the intuition than on mathematical abstraction or generality.” (Claudio Fontana, zbMATH 1527.91001, 2024)
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