ABSTRACT

Teach Your Students How to Become Successful Working QuantsQuantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration. The text not only enables students to practice with the basic techn

chapter 1|4 pages

◾ Introduction

chapter 2|12 pages

◾ Intuition about Uncertainty and Risk

chapter 5|20 pages

◾ Repaying Loans over Time

chapter 11|16 pages

◾ Fundamentals of Fixed Income Markets

chapter 12|12 pages

◾ Yield Curves and Bond Risk Measures

chapter 13|8 pages

◾ Forward Rates

chapter 14|6 pages

◾ Modeling Stock Prices

chapter 15|18 pages

◾ Mean Variance Portfolio Optimization

chapter 16|6 pages

◾ A Qualitative Introduction to Options

chapter 17|6 pages

◾ Value at Risk

chapter 18|26 pages

◾ Pricing Options Using Binomial Trees

chapter 19|8 pages

◾ Random Walks

chapter 20|26 pages

◾ Basic Stochastic Calculus

chapter 21|8 pages

◾ Simulating Geometric Brownian Motion

chapter 23|20 pages

◾ Solving the Black Scholes PDE

chapter 26|16 pages

◾ Simulating Delta Hedging

chapter 27|10 pages

◾ Black Scholes with Dividends

chapter 28|14 pages

◾ American Options

chapter 30|12 pages

◾ Options on Multiple Underlying Assets

chapter 31|22 pages

◾ Interest Rate Models

chapter 32|18 pages

◾ Incomplete Markets