Theoretical Foundations For Quantitative Finance

Luca Spadafora, Gennady P Berman (Autoren)

Buch | Hardcover

224 Seiten

2017
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-320-247-4 (ISBN)

Infos

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.

Produkt-Details

• Erscheinungsdatum: 30.06.2017
• Verlagsort: Singapore
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Allgemeines / Lexika
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• ISBN-10: 981-320-247-5 / 9813202475
• ISBN-13: 978-981-320-247-4 / 9789813202474
• Zustand: Neuware