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The Art of Quantitative Finance Vol.1

Trading, Derivatives and Basic Concepts

  • Textbook
  • © 2023

Overview

Authors:
  1. Gerhard Larcher

    1. Institute for Financial Mathematics and Applied Number Theory, Johannes Kepler University of Linz, Linz, Austria

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  • Provides the theoretical foundations of financial mathematics
  • Presents the basic concepts of derivatives and trading strategies
  • Discusses the Wiener Stock Price Model and the Black-Scholes theory

Part of the book series: Springer Texts in Business and Economics (STBE)

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Table of contents (4 chapters)

  1. Front Matter

    Pages i-xix
    Download chapter PDF

  2. Basic Products and Interest Calculations

    • Gerhard Larcher
    Pages 1-90

  3. Derivatives and Trading in Derivatives, Basic Concepts and Strategies

    • Gerhard Larcher
    Pages 91-187

  4. Basics of Derivative Valuation

    • Gerhard Larcher
    Pages 189-272

  5. The Wiener Stock Price Model and the Basic Principles of Black-Scholes Theory

    • Gerhard Larcher
    Pages 273-516
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Keywords

About this book

This textbook offers an easily understandable introduction to the fundamental concepts of financial mathematics and financial engineering. The author presents and discusses the basic concepts of financial engineering and illustrates how to trade and to analyze financial products with numerous examples. Special attention is given to the valuation of basic financial derivatives. In the final section of the book, the author introduces the Wiener Stock Price Model and the basic principles of Black-Scholes theory. The book’s aim is to introduce readers to the basic techniques of modern financial mathematics in a way that is intuitive and easy to follow, and to provide financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world. 

Authors and Affiliations

  • Institute for Financial Mathematics and Applied Number Theory, Johannes Kepler University of Linz, Linz, Austria

    Gerhard Larcher

About the author

Prof. Gerhard Larcher is full Professor for Financial Mathematics and Head of the Institute for Financial Mathematics and Applied Number Theory at the Johannes Kepler University Linz in Austria. He is the spokesperson of the project 'Quasi-Monte Carlo Methods: Theory and Applications', a special research program funded by the Austrian government.

Bibliographic Information

  • Book Title: The Art of Quantitative Finance Vol.1

  • Book Subtitle: Trading, Derivatives and Basic Concepts

  • Authors: Gerhard Larcher

  • Series Title: Springer Texts in Business and Economics

  • DOI: https://doi.org/10.1007/978-3-031-23873-4

  • Publisher: Springer Cham

  • eBook Packages: Economics and Finance, Economics and Finance (R0)

  • Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2023

  • Hardcover ISBN: 978-3-031-23872-7Published: 31 March 2023

  • eBook ISBN: 978-3-031-23873-4Published: 30 March 2023

  • Series ISSN: 2192-4333

  • Series E-ISSN: 2192-4341

  • Edition Number: 1

  • Number of Pages: XIX, 516

  • Number of Illustrations: 16 b/w illustrations, 361 illustrations in colour

  • Topics: Financial Engineering, Capital Markets, Applications of Mathematics, Risk Management

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