Theoretical foundations for quantitative finance

by Spadafora, Luca

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Title Statements

Full title :Theoretical foundations for quantitative finance / Luca Spadafora, Gennady P. Berman.

Summary

"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."

Edition Statements

Publication Date:©2017

Publication Statements

Publisher(s):World Scientific Publishing Co Pte Ltd
Place of Publication:Singapore
Language:eng
Publication Date:©2017

The Physical Object

Description:1 Online-Ressource (224 Seiten)

Edition Identifiers

ISBN:9789813202481, 9813202483
oclc:on1226674916
LC Classification:HG106
Dewey Decimal:332.01/5195

Subjects