Business & Economics Books:

Financial Market Analytics

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Hardback
$260.99
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Description

A variety of quantitative concepts and models essential to understanding financial markets are introduced and explained in this broad overview of financial analytical tools designed for financial practitioners, advanced students, and researchers lacking a strong mathematical background. Coverage ranges from matrix mathematics and elementary calculus with their applications to portfolio and fixed income analysis to probability and stochastic processes with their applications to option pricing. The book is sequenced by mathematics topics, most of which are followed by relevant usage to areas such as valuation, risk management, derivatives, back-testing of financial models, and market efficiency. The book begins by motivating the need for understanding quantitative technique with a brief discussion of financial mathematics and financial literature review. Preliminary concepts including geometric expansion, elementary statistics, and basic portfolio techniques are introduced in chapters 2 and 3. Chapters 4 and 5 present matrix mathematics and differential calculus applied to yield curves, APT, state preference theory, binomal option pricing, mean-variance analysis, and other applications. Integral calculus and differential equations follow in chapter 6. The rest of the book covers applications of probability, statistics and stochastic processes as well as a sampling of topics from numerical methods used in financial analysis.

Author Biography:

JOHN L. TEALL is Associate Professor of Finance at Pace University and has served on the faculties of New York University, Fordham University, Dublin City University and others. He is a former member of the American Stock Exchange and has consulted with numerous financial institutions including Goldman Sachs, National Westminster Bank, and Citicorp.
Release date Australia
January 30th, 1999
Author
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Pages
328
Dimensions
155x235x25
ISBN-13
9781567201987
Product ID
5803770

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