Contemporary Issues in Quantitative Finance
eBook - ePub

Contemporary Issues in Quantitative Finance

  1. 292 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Contemporary Issues in Quantitative Finance

About this book

Contemporary quantitative finance connects the abstract theory and the practical use of financial innovations, such as ultra-high-frequency trading and cryptocurrencies. It teaches students how to use cutting-edge computational techniques, mathematical tools, and statistical methodologies, with a focus on real-life applications.

The textbook opens with chapters on financial markets, global finance, and financial crises, setting the subject in its historical and international context. It then examines key topics in modern quantitative finance, including asset pricing, exchange-traded funds, Monte Carlo simulations, options, alternative investments, artificial intelligence, and big data analytics in finance. Complex theory is condensed to intuition, with appendices presenting advanced mathematical or statistical techniques. Each chapter offers Excel-based implementations, conceptual questions, quantitative problems, and a research project, giving students ample opportunity to develop their skills. Clear chapter objectives, summaries, and key terms also support student learning.

Digital supplements, including code and PowerPoint slides, are available for instructors. Assuming some prior financial education, this textbook is suited to upper-level undergraduate and postgraduate courses in quantitative finance, financial engineering, and derivatives.

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Yes, you can access Contemporary Issues in Quantitative Finance by Ahmet Can Inci in PDF and/or ePUB format, as well as other popular books in Business & Bonds. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Routledge
Year
2023
Print ISBN
9781032101156
eBook ISBN
9781000859447
Edition
1
Subtopic
Bonds

Table of contents

  1. Cover
  2. Half Title
  3. Series
  4. Title
  5. Copyright
  6. Dedication
  7. Contents
  8. About the Author
  9. 1 Introduction: History, Present, Future of Financial Markets and Securities
  10. 2 Global Finance
  11. 3 Financial Crises: Reasons, Consequences, Lessons
  12. 4 Trading Ecosystem: History, Speed, Orders, Intraday, E.S.G.
  13. 5 Asset Pricing Models
  14. 6 Modern Portfolio Theory and Optimization
  15. 7 Hedge Funds, Mutual Funds, E.T.F.s
  16. 8 Stochastic Calculus
  17. 9 Monte Carlo Simulations
  18. 10 Value-at-Risk (VaR)
  19. 11 Fixed-Income Securities, Term Structure of Interest Rates
  20. 12 Options: Introduction
  21. 13 Options: Binomial Tree Model
  22. 14 Options: Black-Scholes-Merton Model
  23. 15 Options: Greeks and Risk Management
  24. 16 Forwards and Futures
  25. 17 Alternative Investments
  26. 18 Currency, Cryptocurrency, Blockchain, Fintech
  27. 19 Artificial Intelligence in Finance
  28. 20 Big Data Analytics
  29. Bibliography
  30. Index