Quantitative finance: back to basic principles
by Reghai, Adil
fromApplied quantitative finance
by Reghai, Adil
fromApplied quantitative finance
by Reghai, Adil
fromApplied quantitative finance
"The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. The era of stochastic calculus is over and the time of Ito derivation is at an end. Today, quants need a broad modeling skillset - one that transcends mathematics to…
by Reghai, Adil
fromApplied quantitative finance
by Reghai, Adil
fromApplied quantitative finance
by Reghai, Adil
fromApplied quantitative finance
The series of recent financial crises has thrown open the world of quantitative finance and financial modeling. This book brings together new and proven methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookboo…
by Reghai, Adil
fromApplied quantitative finance
"The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. The era of stochastic calculus is over and the time of Ito derivation is at an end. Today, quants need a broad modeling skillset - one that transcends mathematics to…
by Reghai, Adil
fromApplied quantitative finance
by Reghai, Adil
fromApplied quantitative finance
by Reghai, Adil
fromApplied quantitative finance
The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. The era of stochastic calculus is over and the time of Ito derivation is at an end. Today, quants need a broad modeling skillset - one that transcends mathematics to …
"The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. The era of stochastic calculus is over and the time of Ito derivation is at an end. Today, quants need a broad modeling skillset - one that transcends mathematics to…
by Reghai, Adil
fromApplied quantitative finance
"The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. The era of stochastic calculus is over and the time of Ito derivation is at an end. Today, quants need a broad modeling skillset - one that transcends mathematics to…
The series of recent financial crises has thrown open the world of quantitative finance and financial modeling. This book brings together new and proven methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookboo…
by Reghai, Adil
fromApplied quantitative finance
"The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. The era of stochastic calculus is over and the time of Ito derivation is at an end. Today, quants need a broad modeling skillset - one that transcends mathematics to…
"This book provides a hands-on guide to how financial models are actually implemented and used in practice, on a daily basis, for pricing and risk-management purposes. It shows how to put these models into use in production while minimizing the cost of implementation and maximiz…