Contemporary Issues in Quantitative Finance
1st Edition
Published on 10. April 2023
Book
Hardback
292 pages
978-1-032-10115-6 (ISBN)
Description
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.
The textbook opens with chapters on financial markets, global finance, and financial crises, setting the subject in its historical and international context. It then examines key topics in modern quantitative finance, including asset pricing, exchange-traded funds, Monte Carlo simulations, options, alternative investments, artificial intelligence, and big data analytics in finance. Complex theory is condensed to intuition, with appendices presenting advanced mathematical or statistical techniques. Each chapter offers Excel-based implementations, conceptual questions, quantitative problems, and a research project, giving students ample opportunity to develop their skills. Clear chapter objectives, summaries, and key terms also support student learning.
Digital supplements, including code and PowerPoint slides, are available for instructors. Assuming some prior financial education, this textbook is suited to upper-level undergraduate and postgraduate courses in quantitative finance, financial engineering, and derivatives.
The textbook opens with chapters on financial markets, global finance, and financial crises, setting the subject in its historical and international context. It then examines key topics in modern quantitative finance, including asset pricing, exchange-traded funds, Monte Carlo simulations, options, alternative investments, artificial intelligence, and big data analytics in finance. Complex theory is condensed to intuition, with appendices presenting advanced mathematical or statistical techniques. Each chapter offers Excel-based implementations, conceptual questions, quantitative problems, and a research project, giving students ample opportunity to develop their skills. Clear chapter objectives, summaries, and key terms also support student learning.
Digital supplements, including code and PowerPoint slides, are available for instructors. Assuming some prior financial education, this textbook is suited to upper-level undergraduate and postgraduate courses in quantitative finance, financial engineering, and derivatives.
More details
Series
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
College/higher education
Postgraduate and Undergraduate Advanced
Illustrations
89 s/w Abbildungen, 1 s/w Photographie bzw. Rasterbild, 88 s/w Zeichnungen, 2 s/w Tabellen
2 Tables, black and white; 88 Line drawings, black and white; 1 Halftones, black and white; 89 Illustrations, black and white
Dimensions
Height: 250 mm
Width: 175 mm
Thickness: 21 mm
Weight
707 gr
ISBN-13
978-1-032-10115-6 (9781032101156)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Ahmet Can Inci
Contemporary Issues in Quantitative Finance
E-Book
04/2023
1st Edition
Routledge
€77.99
Available for download
Ahmet Can Inci
Contemporary Issues in Quantitative Finance
E-Book
04/2023
1st Edition
Routledge
€77.99
Available for download
Ahmet Can Inci
Contemporary Issues in Quantitative Finance
Book
04/2023
1st Edition
Routledge
€84.40
Shipment within 10-20 days
Person
Ahmet Can Inci is Professor of Finance at Bryant University in Rhode Island, U.S.A. He received his Ph.D. from the University of Michigan, Ann Arbor, in 2001. He holds an M.B.A. from Ohio State University, an M.Sc. in control systems from Imperial College - University of London, and a B.Sc. in electrical and electronics engineering from Bogazici University in Istanbul. Professor Inci's research interests include exchange rate dynamics, corporate governance, emerging markets, oil and energy, futures, contagion and flight to quality, the gender gap at the workplace, insider trading, intraday volatility, and market efficiency. He teaches innovations in finance, international finance and business, investments, corporate finance, foundations of financial theory, financial analytics, and financial engineering. He is a C.A.I.A. member, A.A.S.C.B. program consultant/reviewer, and editorial board member of numerous academic journals.
Content
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