Quantitative methods in finance /

This new book explores, from first principles, the mathematical and statistical techniques relevant to modern financial instruments and markets. The text has been carefully designed so that it explains concepts and methods in both an intuitive yet rigorous way, illustrating their various application...

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Bibliographic Details
Main Author: Watsham, Terry J., 1947- (Author)
Other Authors: Parramore, Keith
Format: Book
Language:English
Published: London : Thomson, [1997 (2003 printing)]
Edition:1st ed.
Subjects:
Online Access:Table of contents
Table of contents
Contributor biographical information
Publisher description
Description
Summary:This new book explores, from first principles, the mathematical and statistical techniques relevant to modern financial instruments and markets. The text has been carefully designed so that it explains concepts and methods in both an intuitive yet rigorous way, illustrating their various applications to financial markets, investment decisions or risk management. This clear, step-by-step approach progresses at a pace which is comfortable for those with less mathematical expertise, yet reaches a level of analysis that will reward even the most experienced.
The strong applied emphasis makes this book ideal for anyone who is seriously interested in mastering the quantitative techniques underpinning modern financial decision making. It is particularly important reading for specialist final year undergraduate/postgraduate finance and mathematics students, academic and practitioner researchers into financial and capital markets, corporate treasurers, derivatives traders, regulators, risk managers and consultants.
Physical Description:x, 395 pages : illustrations ; 25 cm
Bibliography:Includes bibliographical references and index.
ISBN:186152367X
9781861523679
0412608200
9780412608209