Complete eTextbook Content:
Part I Stochastic Processes and Finance
1 Stochastic Processes
2 Basics of Finance
Part II Quantitative Finance in Practice
3 Some Models Used in Quantitative Finance
4 Solving Partial Differential Equations
5 Wavelets and Fourier Transforms
6 Tree Methods
7 Approximating PDEs
8 Approximating Stochastic Processes
9 Stochastic Differential Equations
Part III Advanced Models for Underlying Assets
10 Stochastic Volatility Models
11 Jump Diffusion Models
12 General Lévy Processes
13 Generalized Lévy Processes, Long Range Correlations, and Memory Effects
14 Approximating General Derivative Prices
15 Solutions to Complex Models Arising in the Pricing of Financial Options
16 Factor and Copulas Models
Part IV Fixed Income Securities and Derivatives
17 Models for the Bond Market
18 Exchange Traded Funds (ETFs), Credit Default Swap (CDS), and Securitization
Name: Quantitative Finance
Author: Maria C. Mariani, Ionut Florescu
Series: Wiley Series in Statistics in Practice
This is a eBook for the actual textbook of Quantitative Finance, by Maria C. Mariani, Ionut Florescu.
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1) A COMPLETE eBook 491 Pages), with all single page and Chapters, Color Version. Same as the original textbook. Comes with PDF file format. Can be read by Adobe Reader.
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