Details
Theoretical Foundations For Quantitative Finance
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36,40 € |
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| Verlag: | World Scientific Publishing |
| Format: | |
| Veröffentl.: | 27.04.2017 |
| ISBN/EAN: | 9789813202498 |
| Sprache: | englisch |
| Anzahl Seiten: | 224 |
DRM-geschütztes eBook, Sie benötigen z.B. Adobe Digital Editions und eine Adobe ID zum Lesen.
Beschreibungen
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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