Quantitative Methods for Finance and Investments
1. Edition January 2002
300 Pages, Softcover
Wiley & Sons Ltd
ISBN:
978-0-631-22339-9
John Wiley & Sons
Quantitative Methods for Finance and Investments ensures that readers come away from reading it with a reasonable degree of comfort and proficiency in applying elementary mathematics to several types of financial analysis. All of the methodology in this book is geared toward the development, implementation, and analysis of financial models to solve financial problems.
Preface.
Acknowledgments.
1. Introduction and Overview.
2. Review of Elementary Mathematics: Functions and
Operations.
3. A Review of Elementary Mathematics: Algebra and Solving
Equations.
4. The Time Value of Money.
5. Return, Risk, and Co-movement.
6. Elementary Portfolio Mathematics.
7. Elements of Matrix Mathematics.
8. Differential Calculus.
9. Integral Calculus.
10. Elements of Options Mathematics.
Index.
Acknowledgments.
1. Introduction and Overview.
2. Review of Elementary Mathematics: Functions and
Operations.
3. A Review of Elementary Mathematics: Algebra and Solving
Equations.
4. The Time Value of Money.
5. Return, Risk, and Co-movement.
6. Elementary Portfolio Mathematics.
7. Elements of Matrix Mathematics.
8. Differential Calculus.
9. Integral Calculus.
10. Elements of Options Mathematics.
Index.
"This excellent text patiently guides the reader through a wide
array of mathematics, ranging from elementary matrix algebra to
differential and integral calculus. The quantitative methods are
illustrated with a rich and captivating assortment of applications
to the analysis of portfolios, derivatives, exchange, fixed income
instruments, and equities. Undergraduate and MBA-level students who
have read this book will feel comfortable with the mathematics in
their finance courses and their professors can focus on teaching
finance as it should be taught." Kose John, Stern School of
Business, New York University <1--end-->
"This volume provides a comprehensive review of mathematics
which will prove invaluable for students of finance. It is a
reference book for the nonmathematician and a clear and concise
text that will help fill the gaps in students' knowledge. Although
the topic is quantitative methods, the organization, emphasis,
applications, and numerous examples are all geared to the student
of finance. Having Teall and Hasan on your bookshelf provides an
essential safety net for students, teachers, and practitioners."
Paul Wachtel, Stern School of Business, New York
University
array of mathematics, ranging from elementary matrix algebra to
differential and integral calculus. The quantitative methods are
illustrated with a rich and captivating assortment of applications
to the analysis of portfolios, derivatives, exchange, fixed income
instruments, and equities. Undergraduate and MBA-level students who
have read this book will feel comfortable with the mathematics in
their finance courses and their professors can focus on teaching
finance as it should be taught." Kose John, Stern School of
Business, New York University <1--end-->
"This volume provides a comprehensive review of mathematics
which will prove invaluable for students of finance. It is a
reference book for the nonmathematician and a clear and concise
text that will help fill the gaps in students' knowledge. Although
the topic is quantitative methods, the organization, emphasis,
applications, and numerous examples are all geared to the student
of finance. Having Teall and Hasan on your bookshelf provides an
essential safety net for students, teachers, and practitioners."
Paul Wachtel, Stern School of Business, New York
University
John L. Teall is Professor of Finance at Pace University.
He has published numerous articles in scholarly journals and has
served on university faculties around the world. Dr Teall is a
former member of the American Stock Exchange and has done
consulting work for many of the world's leading financial
institutions.
Iftekhar Hasan is Professor of Finance at the New Jersey
Institute of Technology. He has published numerous articles in
academic journals and has been associated with several universities
and regulatory organizations in Europe. He is the co-editor of
Research in Banking and Finance.
He has published numerous articles in scholarly journals and has
served on university faculties around the world. Dr Teall is a
former member of the American Stock Exchange and has done
consulting work for many of the world's leading financial
institutions.
Iftekhar Hasan is Professor of Finance at the New Jersey
Institute of Technology. He has published numerous articles in
academic journals and has been associated with several universities
and regulatory organizations in Europe. He is the co-editor of
Research in Banking and Finance.