Theoretical Foundations For Quantitative Finance
Please select
Bemærk venligst, at den normale 14 dages fortrydelsesret ophører ved modtagelse af adgang til e-bogen.

Produkt beskrivelse

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.

Detaljer

  • ISBN13 9789813202498
  • Sider 224
  • Udgivet 2017
  • Forlag World Scientific
  • Sprog Engelsk