Contemporary Quantitative Finance connects the abstract theory and the practical use of financial innovations such as ultra-high-frequency trading and cryptocurrencies. It teaches students how to use cutting-edge computational techniques, mathematical tools, and statistical methodologies, with a focus on real-life applications.
Inhaltsverzeichnis
1. Introduction: History, Present, Future of Financial Markets and Securities, 2. Global Finance, 3. Financial Crises: Reasons, Consequences, Lessons, 4. Trading Ecosystem: History, Speed, Orders, Intraday, E.S.G., 5. Asset Pricing Models, 6. Modern Portfolio Theory and Optimization, 7. Hedge Funds, Mutual Funds, E.T.F.s, 8. Stochastic Calculus, 9. Monte Carlo Simulations, 10. Value-at-Risk [VaR], 11. Fixed-Income Securities, Term Structure of Interest Rates, 12. Options: Introduction, 13. Options: Binomial Tree Model, 14. Options: Black-Scholes-Merton Model, 15. Options: Greeks and Risk Management, 16. Forwards and Futures, 17. Alternative Investments, 18. Currency, Cryptocurrency, Blockchain, Fintech, 19. Artificial Intelligence in Finance, 20. Big Data Analytics