Theoretical foundations for quantitative finance

Theoretical foundations for quantitative finance

by Spadafora, Luca

Type Book
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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 adjus…

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Title Statements

  • Full title :Theoretical foundations for quantitative finance / Luca Spadafora, Università Cattolica del Sacro Cuore, Italy, Gennady P. Berman, Los Alamos National Laboratory, USA & New Mexico Consortium, USA.

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.--

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Edition Statements

  • Publication Date:2017

Publication Statements

  • Publisher(s):World Scientific
  • Place of Publication:New Jersey
  • Language:eng
  • Publication Date:2017

The Physical Object

  • Description:x, 213 pages ; : 24 cm

Edition Identifiers

  • ISBN:9789813202474, 9813202475
  • oclc:ocn972200527
  • LC Classification:HG106
  • Dewey Decimal:332.01/5195

Subjects

Finance -- mathematical models Finances -- Modèles mathématiques Investissements -- Modèles mathématiques Investments -- Mathematical models

Writers

Spadafora, Luca Berman, Gennady P.

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