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Quantitative finance : = its develop...

Epps, T. W.

Quantitative finance : = its development, mathematical foundations, and current scope /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Quantitative finance :/ T.W. Epps.
其他題名:	its development, mathematical foundations, and current scope /
作者:	Epps, T. W.
出版者:	Hoboken, N.J. :Wiley, : c2009.,
面頁冊數:	xviii, 401 p. :ill. ; : 25 cm.;
標題:	Investments - Mathematical models. -
ISBN:	9780470431993 (Cloth) :

Quantitative finance : = its development, mathematical foundations, and current scope /
Epps, T. W.

Quantitative finance :its development, mathematical foundations, and current scope /T.W. Epps. - Hoboken, N.J. :Wiley,c2009. - xviii, 401 p. :ill. ;25 cm.

Includes bibliographical references (p. 391-395) and index.

Introduction and overview -- Tools from calculus and analysis -- Probability -- Interest and bond prices -- Models of portfolio choice -- Prices in a mean-variance world -- Rational decisions under risk -- Observed decisions under risk -- Distributions of returns -- Dynamics of prices and returns -- Stochastic calculus -- Portfolio decisions over time -- Optimal growth -- Dynamic models for prices -- Efficient markets -- Static arbitrage pricing -- Dunamic arbitrage pricing -- Properties of option prices -- Martingale pricing -- Modeling volatility -- Discontinuous price processes -- Options on jump processes -- Options on stochastic volatility processes.

ISBN: 9780470431993 (Cloth) :NT3866

LCCN: 2008041830Subjects--Topical Terms:

566107
Investments
--Mathematical models.

LC Class. No.: HG106 / .E67 2009

Dewey Class. No.: 332.01/5195

Quantitative finance : = its development, mathematical foundations, and current scope /
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245 1 0 $a Quantitative finance : $b its development, mathematical foundations, and current scope / $c T.W. Epps.
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300 $a xviii, 401 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references (p. 391-395) and index.
505 0 $a Introduction and overview -- Tools from calculus and analysis -- Probability -- Interest and bond prices -- Models of portfolio choice -- Prices in a mean-variance world -- Rational decisions under risk -- Observed decisions under risk -- Distributions of returns -- Dynamics of prices and returns -- Stochastic calculus -- Portfolio decisions over time -- Optimal growth -- Dynamic models for prices -- Efficient markets -- Static arbitrage pricing -- Dunamic arbitrage pricing -- Properties of option prices -- Martingale pricing -- Modeling volatility -- Discontinuous price processes -- Options on jump processes -- Options on stochastic volatility processes.
650 0 $a Investments $x Mathematical models. $3 566107
650 0 $a Finance $x Mathematical models. $3 557653