Thomas Mazzoni

Univ.-Prof. Dr. rer. pol. Thomas Mazzoni

Head of Chair

Contact

Room 319
Friedrich-Loeffler-Straße 70
17489 Greifswald
Phone +49 3834 420 2429
Fax +49 3834 420 2497
thomas.mazzoni(at)uni-greifswald(dot)de

Administration Kerstin Redieske


New publication of a textbook "A First Course in Quantitative Finance"

A comprehensive work on quantitative finance has been published by the distinguished Cambridge University Press. The title “A First Course in Quantitative Finance” extends the successful series from the fields of mathematics, physics, and statistics.

On 600 pages, the textbook introduces quantitative finance from a new perspective. It offers a fresh approach to quantitative finance and utilizes novel features, including stereoscopic images which permit 3D visualization of complex subjects without the need for additional tools.

Offering an integrated approach to the subject, A First Course in Quantitative Finance introduces students to the architecture of complete financial markets before exploring the concepts and models of modern portfolio theory, derivative pricing and fixed income products in both complete and incomplete market settings. Subjects are organized throughout in a way that encourages a gradual and parallel learning process of both the economic concepts and their mathematical descriptions, framed by additional perspectives from classical utility theory, financial economics and behavioral finance.

This textbook is suitable for Master or postgraduate Ph.D. students studying courses in quantitative finance, financial engineering and financial econometrics as part of an economics, finance, econometric or mathematics program.

A First Course in Quantitative Finance
Mazzoni, Thomas
ISBN 9781108411431
Published: March 2018
Cambridge University Press

At October 13th in 2014, Prof. Dr. Thomas Mazzoni received the award for excellence in teaching and outstanding dedication. All students at the University of Greifswald were invited to nominate members of the teaching stuff for this award in June 2014. The laureates were selected from more than 650 proposals by a jury, mainly consisting of students.

Curriculum vitae

  • 1997 – 2002: Studies in business administration and economics at the FernUniversität in Hagen
  • 2002 – 2006: PhD studies at the FernUniversität in Hagen
  • 2006 – 2011: Assistant Professor, Venia Legendi for business administration and statistics
  • Since 2013: Full professor for finance and business valuation at the University of Greifswald