Art of Quantitative Finance Vol.1

Prof. Gerhard Larcher is full Professor for Financial Mathematics and Head of the Institute for Financial Mathematics and Applied Number Theory at the Johannes Kepler University Linz in Austria. He is the spokesperson of the project 'Quasi-Monte Carlo Methods: Theory and Applications', a special research program funded by the Austrian government.

• 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

“The book is very complete, didactic, with many examples, with very illustrative graphs, and nicely edited. I have no doubt that reading it can be very profitable for students and teachers of both economics and business administration … . The book very elegantly maintains the difficult balance between theory and practice. I, as a mathematician and researcher on stochastic finance … consider that the book is very interesting, recommendable … .” (Josep Vives, zbMATH 1532.91001, 2024)