
Financial Market Analytics
Author(s): John L. Teall (Author)
- Publisher: Praeger (UK)
- Publication Date: 30 Jan. 1999
- Language: English
- Print length: 328 pages
- ISBN-10: 1567201989
- ISBN-13: 9781567201987
Book Description
The book begins by motivating the need for understanding quantitative technique with a brief discussion of financial mathematics and financial literature review. Preliminary concepts including geometric expansion, elementary statistics, and basic portfolio techniques are introduced in chapters 2 and 3. Chapters 4 and 5 present matrix mathematics and differential calculus applied to yield curves, APT, state preference theory, binomal option pricing, mean-variance analysis, and other applications. Integral calculus and differential equations follow in chapter 6. The rest of the book covers applications of probability, statistics and stochastic processes as well as a sampling of topics from numerical methods used in financial analysis.
Editorial Reviews
Review
"ÝN¨ot your normal finance book....it actually is a mathematical tool chest illustrated with a boatload of finance examples....ÝP¨rovides not only a review of the quantitative methods but a review, in a very applied way, of a great variety of financial topics as well....ÝF¨inance professionals should be able to take the information in the book and apply it to their day to day lives."-Derivatives Strategist
"[N]ot your normal finance book....it actually is a mathematical tool chest illustrated with a boatload of finance examples....[P]rovides not only a review of the quantitative methods but a review, in a very applied way, of a great variety of financial topics as well....[F]inance professionals should be able to take the information in the book and apply it to their day to day lives."-Derivatives Strategist
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