Bell, Steve, 1962-

Quantitative finance for dummies / by Steve Bell. - Chichester, West Sussex : John Wiley & Sons Inc., [2016] ©2016 - xii, 386 pages : illustrations ; 23 cm. - For dummies . - For dummies. .

"Learning made easy"--Cover. Includes index.

Getting started with quantitative finance. Quantitative finance unveiled ; Understanding probability and statistics ; Taking a look at random beheviours -- Tackling financial instruments. Sizing up interest rates, shares and bonds ; Exploring options ; Trading risk with futures -- Investigating and describing market behaviour. Reading the market's mood: volatility ; Analysing all the data ; Analysing data matrices: principal components -- Option pricing. Examining the binomial and Black-Scholes pricing models ; Using the Greeks in the Black-Scholes model ; Gauging interest-rate derivatives -- Risk and portfolio management. Managing market risk ; Comprehending portfolio theory ; Measuring potential losses: value at risk (VaR) -- Market trading and strategy. Forecasting markets ; Fitting models to data ; Markets in practice -- The part of tens: Ten key ideas of quantitative finance ; Ten ways to ace your career in quantitative finance.

1118769465 9781118769461

2016939606


Finance--Mathematical models.
Options (Finance)--Mathematical models.
Finance--Mathematical models.
Options (Finance)--Mathematical models.

HG106 / .B38 2016

332.01/5118