Introduction to Financial Derivatives with Python (PDF)
(Sprache: Englisch)
This textbook is ideal for an undergraduate course on derivatives in a finance, economics, or financial mathematics programme. As well as covering all of the essential topics, the book also includes the basis of the numerical techniques most used in the...
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This textbook is ideal for an undergraduate course on derivatives in a finance, economics, or financial mathematics programme. As well as covering all of the essential topics, the book also includes the basis of the numerical techniques most used in the financial industry, and their implementation in Python.
Autoren-Porträt von Elisa Alòs, Raúl Merino
Elisa Alòs holds a Ph.D. in Mathematics from the University of Barcelona. She is an Associate Professor in the Department of Economics and Business at Universitat Pompeu Fabra (UPF) and a Barcelona GSE Affiliated Professor. Her research focus has been on the applications of the Malliavin calculus and the fractional Brownian motion in mathematical finance and volatility modelling since he past fourteen years.Raúl Merino has been working full-time in the industry as Risk Quant since 2008. He is also an Associate Professor at Pompeu Fabra University (UPF) where he teaches the course "Financial Derivatives and Risk Management". Raul holds a Ph.D. in Mathematics from the University of Barcelona. In his Ph.D. he studied the use of decomposition formulas in stochastic volatility models. His research interests are stochastic analysis and applied mathematics, with a special focus on applications to mathematical finance.
Bibliographische Angaben
- Autoren: Elisa Alòs , Raúl Merino
- 2022, 1. Auflage, 252 Seiten, Englisch
- Verlag: Taylor & Francis
- ISBN-10: 1000831957
- ISBN-13: 9781000831955
- Erscheinungsdatum: 15.12.2022
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
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- Dateiformat: PDF
- Grösse: 6.80 MB
- Ohne Kopierschutz
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Sprache:
Englisch
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