Quantitative Finance For Dummies

Quantitative Finance For Dummies

by Steve Bell

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Product Details

ISBN-13: 9781118769461
Publisher: Wiley
Publication date: 08/08/2016
Pages: 408
Sales rank: 399,367
Product dimensions: 7.40(w) x 9.20(h) x 0.90(d)

About the Author

Steve Bell is a Quantitative Investment Researcher and Director at Research In Action. A highly experienced mathematical and statistical modeller, he is knowledgeable in energy markets and has a particular interest in systematic quantitative trading strategy development at any frequency.

Table of Contents

Introduction 1

Part 1: Getting Started with Quantitative Finance 5

CHAPTER 1: Quantitative Finance Unveiled 7

CHAPTER? 2: Understanding Probability and? Statistics 27

CHAPTER? 3: Taking a Look at Random Behaviours 45

Part 2: Tackling Financial Instruments 65

CHAPTER? 4: Sizing Up Interest Rates, Shares and? Bonds 67

CHAPTER? 5: Exploring Options 85

CHAPTER? 6: Trading Risk with Futures 99

Part 3: Investigating and Describing Market Behaviour 119

CHAPTER? 7: Reading the Market's Mood: Volatility 121

CHAPTER? 8: Analysing All the Data 139

CHAPTER? 9: Analysing Data Matrices: Principal Components 159

Part 4: Option Pricing 183

CHAPTER? 10: Examining the Binomial and Black-Scholes Pricing Models 185

CHAPTER? 11: Using the Greeks in the Black-Scholes Model 209

CHAPTER? 12: Gauging Interest-Rate Derivatives 223

Part 5: Risk and Portfolio Management 239

CHAPTER? 13: Managing Market Risk 241

CHAPTER? 14: Comprehending Portfolio Theory 257

CHAPTER? 15: Measuring Potential Losses: Value at? Risk (VaR) 275

Part 6: Market Trading and Strategy 291

CHAPTER? 16: Forecasting Markets 293

CHAPTER? 17: Fitting Models to Data . 313

CHAPTER? 18: Markets in Practice 329

Part 7: The Part of Tens 345

CHAPTER? 19: Ten Key Ideas of Quantitative Finance 347

CHAPTER? 20: Ten Ways to Ace Your Career in Quantitative Finance 355

Glossary 361

Index 369

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