Quantitative finance [online] / Maria C. Mariani, Ionuț Florescu

Index

Part I : Stochastic Processes and Finance Stochastic Processes: A Brief Review Basics of Finance

Part II : Quantitative Finance in Practice Some Models Used in Quantitative Finance Solving Partial Differential Equations Wavelets and Fourier Transforms Tree Methods Approximating PDEs: Finite Difference Methods Approximating Stochastic Processes: Monte Carlo Simulations and Generating and Generating Random Variables Stochastic Differential Equations

Part III : Advanced Models for Underlying Assets Stochastic Volatility Models Jump Diffusion Models General Lévy Processes Generalized Lévy Processes, Long Range Correlations, and Memory Effects Approximating General Derivative Prices: Gradient Method Solutions to Complex Models Arising in the Pricing of Financial Options Factor and Copulas Models

Part IV : Fixed Income Securities and Derivatives Models for the Bond Market Exchange Traded Funds (ETFs), Credit Default Swap (CDS), and Securitization

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