Basic products and interest calculations -- Derivatives and trading in derivatives, basic concepts and strategies -- Basics of derivative valuation -- The Wiener Stock Price Model and the basic principles of Black-Scholes theory.

"A practical guide to understanding and implementing financial simulation modeling. As simulation techniques become more popular among the financial community and a variety of sub-industries, a thorough understanding of theory and implementation is critical for practitioners involved in...

The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last...

Options and futures are among the most important tools in today’s financial world. While the book focuses on the contracts traded on derivatives exchange – options and futures – we will also scrutinize the OTC-markets and exotic deals. Due to its didactic overall set-up, this book serves...