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Item Details
Title: THEORETICAL FOUNDATIONS FOR QUANTITATIVE FINANCE
By: Luca Spadafora, Gennady P. Berman
Format: Hardback

List price: £65.00


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ISBN 10: 9813202475
ISBN 13: 9789813202474
Publisher: WORLD SCIENTIFIC PUBLISHING CO PTE LTD
Pub. date: 5 May, 2017
Pages: 224
Synopsis: 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.
Publication: Singapore
Imprint: WS Professional
Returns: Returnable
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