Gerhard Larcher Book order

Focusing on risk management in capital markets, this textbook explores portfolio optimization techniques and emphasizes risk measurement and credit risk management. It addresses optimal investment challenges and includes practical examples. The final section features case studies from the author's experience as a fund manager and consultant in quantitative finance. As the third volume in a trilogy, it builds on earlier theoretical concepts while showcasing real-world applications of the discussed methods in financial services and capital markets.

Focusing on advanced financial mathematics, this textbook equips readers with techniques for valuing complex financial products and strategies. It explores mathematical methods to analyze market volatilities and extends the Black-Scholes theory across various finance fields. The final section introduces stochastic analysis fundamentals, supplemented by practical examples. Building on the author's previous volume, this installment aims to present sophisticated concepts in an intuitive manner, offering valuable insights for financial mathematicians applying these techniques in real-world scenarios.

Focusing on the fundamentals of financial mathematics and engineering, this textbook provides a clear introduction to essential concepts and practical applications. It covers trading and analysis of financial products with numerous examples, emphasizing the valuation of financial derivatives. The latter sections delve into the Wiener Stock Price Model and Black-Scholes theory. The author aims to make modern financial mathematics accessible and intuitive, equipping readers with the skills needed for real-world applications in finance.