Quantitative Finance

Author: Matt Davison
Publisher: CRC Press
ISBN: 1498782663
Format: PDF, Docs
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Teach Your Students How to Become Successful Working Quants Quantitative 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 techniques of financial mathematics, but it also helps them gain significant intuition about what the techniques mean, how they work, and what happens when they stop working. After introducing risk, return, decision making under uncertainty, and traditional discounted cash flow project analysis, the book covers mortgages, bonds, and annuities using a blend of Excel simulation and difference equation or algebraic formalism. It then looks at how interest rate markets work and how to model bond prices before addressing mean variance portfolio optimization, the capital asset pricing model, options, and value at risk (VaR). The author next focuses on binomial model tools for pricing options and the analysis of discrete random walks. He also introduces stochastic calculus in a nonrigorous way and explains how to simulate geometric Brownian motion. The text proceeds to thoroughly discuss options pricing, mostly in continuous time. It concludes with chapters on stochastic models of the yield curve and incomplete markets using simple discrete models. Accessible to students with a relatively modest level of mathematical background, this book will guide your students in becoming successful quants. It uses both hand calculations and Excel spreadsheets to analyze plenty of examples from simple bond portfolios. The spreadsheets are available on the book’s CRC Press web page.

Excel VBA f r Dummies

Author: John Walkenbach
Publisher: John Wiley & Sons
ISBN: 3527709282
Format: PDF, Mobi
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Um noch mehr aus Excel herauszuholen, empfiehlt sich die VBA-Programmierung, mit der Sie Excel auf Ihre Bedürfnisse zuschneiden können. John Walkenbach zeigt Ihnen, wie Sie Excel-Berechnungen mit VBA automatisieren. Er erklärt Ihnen zunächst die notwendigen VBA-Grundlagen und wichtigsten Werkzeuge sowie VBA-Abläufe des VBA-Editors. Außerdem erhalten Sie eine Übersicht über die wichtigsten Bestandteile und Begriffe, die für die VBA-Programmierung in Excel relevant sind, und Sie erfahren, wie Sie Programmierfehler ausfindig machen und beheben.

Financial Engineering

Author: Michael Bloss
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110397625
Format: PDF, ePub
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Financial engineering is one of the most exciting fields in investment banking and large banking institutions. It combines the expertise of several different specialty areas.

Altersarmut Verhindern

Author: Vasily Nekrasov
Publisher: Createspace Independent Publishing Platform
ISBN: 9781987404449
Format: PDF, ePub
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Das sinkende Rentenniveau und das steigende Rentenalter, die Sparer-Enteignung durch die Nullzinspolitik, die unbezahlbaren Immobilien: das geht uns alle an! Dieses Buch ruft nicht zum politischen Aufstand, sondern erklärt, was Du gegen drohende Altersarmut realistisch machen kannst. Das Buch bietet keine Wunderlösung an: es wird "lediglich" gezeigt, wie Du Dein Vermögen aufbauen kannst und wie Du höchstwahrscheinlich zu der Zielrendite kommst. Diese beträgt von 4% bis 6% p.a., je nachdem wie schnell Du anfängst vorzusorgen. Das Buch erklärt auch die typischen Fehler der Privatanleger, sowie die Tricks der unlauteren Finanzproduktanbieter und selbsternannten Börsengurus.

Regression

Author: Ludwig Fahrmeir
Publisher: Springer-Verlag
ISBN: 3642018378
Format: PDF, Mobi
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In dem Band beschreiben die Autoren erstmals klassische Regressionsansätze und moderne nicht- und semiparametrische Methoden in einer integrierten und anwendungsorientierten Form. Um Lesern die Analyse eigener Fragestellungen zu ermöglichen, demonstrieren sie die praktische Anwendung der Konzepte und Methoden anhand ausführlicher Fallstudien. Geeignet für Studierende der Statistik sowie für Wissenschaftler und Praktiker, zum Beispiel in den Wirtschafts- und Sozialwissenschaften, der Bioinformatik und -statistik, Ökonometrie und Epidemiologie.

Quantitative Methods for Decision Making Using Excel

Author: Glyn Davis
Publisher: Oxford University Press
ISBN: 0199694060
Format: PDF, ePub
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Quantitative Methods for Decision Making is a comprehensive guide that provides students with the key techniques and methodology they will need to successfully engage with all aspects of quantitative analysis and decision making; both on their undergraduate course, and in the larger context of their future business environments. Organized in accordance with the enterprise functional structure where the decision making takes place, the textbook encompasses a broad range of functions, each detailed with clear examples illustrated through the single application tool Microsoft Excel. The authors approach a range of methods which are divided into major enterprise functions such as marketing, sales, business development, manufacturing, quality control and finance; illustrating how the methods can be applied in practice and translated into a working environment. Each chapter is packed with short case studies to exemplify the practical use of techniques, and contains a wealth of exercises after key sections and concepts, giving students the opportunity to monitor their own progress using the solutions at the back of the book. An Online Resource Centre accompanies the text and includes: For students: - Numerical skills workbook with additional exercises, questions and content - Data from the examples and exercises in the book - Online glossary of terms - Revision tips - Visual walkthrough videos covering the application of a range of quantitative methods - Appendices to the book For lecturers: - Instructor's manual including solutions from the text and a guide to structuring lectures and seminars - PowerPoint presentations - Test bank with questions for each chapter - Suggested assignment and examination questions