This comprehensive work on quantitative finance was published by the renowned Cambridge University Press. The volume “A First Course in Quantitative Finance” further extends the successful series on mathematics, physics and statistics.
Across 600 pages, the textbook sheds light on quantitative finance from a new angle. It contains innovative pedagogical concepts such as stereoscopic illustrations that permit 3D visualisation of geometric relationships without the need for additional tools.
Offering an integrated approach, students are first introduced to the architecture of complete financial markets. The book then discusses models of modern portfolio theory, derivative pricing and fixed income products in both complete and incomplete market settings. Aspects of classical utility theory, financial economics and behavioural finance create an overarching framework.
The textbook is suitable for postgraduate and doctoral students studying courses in quantitative finance, financial econometrics and financial engineering, as well as programmes with sections on economics, finance, econometrics or business mathematics.
This textbook was written by Prof. Dr Thomas Mazzoni, who holds the Chair of Business Administration: Finance at the University of Greifswald.
On 13 October 2014, Prof. Dr Thomas Mazzoni was awarded the University of Greifswald’s Prize for Teaching Excellence in the category “Excellent Supervision of Students”. All students at the University of Greifswald had been invited to nominate lecturers for the teaching award in June 2014. A jury that predominantly consisted of students selected the award winners from approx. 655 nominations, which were submitted in accordance with previously established criteria.