Experiments in Quantitative Finance - 9781412845915

Taylor & Francis

Experiments in Quantitative FinanceAuthor(s): Joel Gibbons\nFormat: Paperback\nPublisher: Taylor & Francis Inc, United States\nImprint: Routledge\nISBN-13: 9781412845915, 978-1412845915\nSynopsis\nThis book presents a novel approach to characterizing markets in quantitative terms. The examples cut across the world of interest rates, price of gold, stock market and corporate worlds that the stock market rests on, and the pricing of options on financial instruments. The emphasis is on methods of inquiry, methods that can just as easily be applied to other markets and other economic phenomena as well. The goal is to make the methods available to the widest possible audience of quantitative analysts and to the trading desks and investment plans they feed.\n\nQuantitative research and modeling in finance and economics have a long history going back to Frank Ramsey, mathematician, logician, and economist, who pioneered the application of dynamic models in economics in the 1920s, and to.