Mathematics Of The Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues

<p><b>Mathematics of the Financial Markets<br> Financial Instruments and Derivatives Modeling, Valuation and Risk Issues</b> <p><i>”Alain Ruttiens has the ability to turn extremely complex concepts and theories into very easy to understand notions. I wish I had read his book when I started my career!”</i><br> <b>Marco Dion, Global Head of Equity Quant Strategy, J.P. Morgan</b> <p><i>”The financial industry is built on a vast collection of financial securities that can be valued and risk profiled using a set of miscellaneous mathematical models. The comprehension of these models is fundamental to the modern portfolio and risk manager in order to achieve a deep understanding of the capabilities and limitations of these methods in the approximation of the market. In his book, Alain Ruttiens exposes these models for a wide range of financial instruments by using a detailed and user friendly approach backed up with real-life data examples. The result is an excellent entry-level and reference book that will help any student and current practitioner up their mathematical modeling skills in the increasingly demanding domain of asset and risk management.”</i><br> <b>Virgile Rostand, Consultant, Toronto ON</b> <p><i>”Alain Ruttiens not only presents the reader with a synthesis between mathematics and practical market dealing, but, more importantly a synthesis of his thinking and of his life.”</i><br> <b>René Chopard, CEO, Centro di Studi Bancari Lugano, Vezia / Professor, Università dell’Insubria, Varese</b> <p><i>”Alain Ruttiens has written a book on quantitative finance that covers a wide range of financial instruments, examples and models. Starting from first principles, the book should be accessible to anyone who is comfortable with trading strategies, numbers and formulas.”</i><br> <b>Dr Yuh-Dauh Lyuu, Professor of Finance & Professor of Computer Science & Information Engineering, National Taiwan University</b>