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Item Details
Title:
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THEORETICAL FOUNDATIONS FOR QUANTITATIVE FINANCE
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By: |
Luca Spadafora, Gennady P. Berman |
Format: |
Hardback |
List price:
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£65.00 |
We currently do not stock this item, please contact the publisher directly for
further information.
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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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Ramadan and Eid al-Fitr
A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
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