THEORETICAL FOUNDATIONS FOR QUANTITATIVE FINANCE - Hardcover

Spadafora Luca

 
9789813202474: THEORETICAL FOUNDATIONS FOR QUANTITATIVE FINANCE
Hardcover
ISBN 10: 9813202475 ISBN 13: 9789813202474
Verlag: World Scientific, 2017

Inhaltsangabe

This book provides simple introduction to quantitative finance for students and junior quants who want to approach the typical industry problems with practical but rigorous ambition. It shows a simple link between theoretical technicalities and practical solutions. Mathematical aspects are discussed from a practitioner perspective, with a deep focus on practical implications, favoring the intuition and the imagination. In addition, the new post-crisis paradigms, like multi-curves, x-value adjustments (xVA) and Counterparty Credit Risk are also discussed in a very simple framework. Finally, real world data and numerical simulations are compared in order to provide a reader with a simple and handy insight on the actual model performances.

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Verlag
World Scientific
Erscheinungsdatum
2017
Sprache
Englisch
ISBN 10 
9813202475
ISBN 13 
9789813202474
Einband
Gebundene Ausgabe
Anzahl der Seiten
224
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Deutschland