Financial Markets Theory by Emilio Barucci
The first book to combine the latest discussion on financial market theory with precision mathematics and how practical results influence research, Financial Markets Theory, addresses the need for a book like this to accompany the most popular related titles. Using simple maths and an introductory background to the economics required, anyone studying or working in financial markets should have a copy of this book. It covers all the key topics with exercises and examples that make it ideal for self-study or as an advanced graduate textbook, but it includes so much recent research that it is also a vital handbook for practitioners working in banks, insurance, investment funds and financial consultancy.-
Stochastic Calculus for Finance I
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Stochastic Calculus for Finance II
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Interest Rate Models - Theory and Practice
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Financial Markets in Continuous Time
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Risk and Asset Allocation
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Stochastic Calculus of Variations in Mathematical Finance
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Modelling, Pricing, and Hedging Counterparty Credit Exposure
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Volterra Volatility Models
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Continuous-Time Asset Pricing Theory
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Term-Structure Models
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Option Prices as Probabilities
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Contract Theory in Continuous-Time Models
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Financial Modeling
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Visual Explorations in Finance
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Financial Modeling, Actuarial Valuation and Solvency in Insurance
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Analytically Tractable Stochastic Stock Price Models
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Applications of Fourier Transform to Smile Modeling
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Computational Methods for Quantitative Finance
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Markets with Transaction Costs
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Interest-Rate Management
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Mathematical Methods for Financial Markets
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Mathematics of Financial Markets
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Irrational Exuberance Reconsidered
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Credit Risk Valuation
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Asset Pricing
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CreditRisk+ in the Banking Industry
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A Game Theory Analysis of Options
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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
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Mathematical Finance - Bachelier Congress 2000
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Credit Risk: Modeling, Valuation and Hedging
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Empirical Techniques in Finance
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Efficient Methods for Valuing Interest Rate Derivatives
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Weak Convergence of Financial Markets
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Risk-Neutral Valuation
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Financial Modeling Under Non-Gaussian Distributions
The book concerns the most important and discussed issues of the modern financial markets theoryIt provides a detailed and comprehensive review of theories, models, puzzles and open problems discussed in the literature concerning quantitative finance. ... the book presents also a broad survey of empirical literature, including the most recent findings. The list of references contains more than one and half thousand positions. (Pawel Kliber, zbMATH 1390.91001, 2018)
Emilio Barucci is full professor of financial mathematics at the Politecnico di Milano, Italy. He holds a Laurea degree from the University of Florence, Italy. His research interests include financial markets, portfolio optimization, and banking. He has extensive experience in working as an independent director in the financial sector.
Claudio Fontana is assistant professor at Paris Diderot University (Paris VII), France. He holds a Master of Advanced Studies in Finance from the ETH Zurich and the University of Zurich, Switzerland, and a PhD in Mathematical Sciences from the University of Padua, Italy. His research focuses on mathematical finance as well as the applications of stochastic processes.
Claudio Fontana is assistant professor at Paris Diderot University (Paris VII), France. He holds a Master of Advanced Studies in Finance from the ETH Zurich and the University of Zurich, Switzerland, and a PhD in Mathematical Sciences from the University of Padua, Italy. His research focuses on mathematical finance as well as the applications of stochastic processes.
| SKU | Unavailable |
| ISBN 13 | 9781447174042 |
| ISBN 10 | 1447174046 |
| Title | Financial Markets Theory |
| Author | Emilio Barucci |
| Series | Springer Finance |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer London Ltd |
| Year published | 2018-07-27 |
| Number of pages | 836 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |