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£40.16

World Scientific Publishing Company Theoretical Foundations for Quantitative Finance

Name: Theoretical Foundations for Quantitative Finance
Brand: World Scientific Publishing Company
Price: 37.71 GBP
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Description

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.

Product Specifications

Brand: World Scientific Publishing Company
Format: Hardcover
ASIN: 9813202475
Category: Books > Subjects > Business, Finance & Law > Biographies & Histories > Finance & Stock Market History
Domain: Amazon UK
Release Date: 24 May 2017
Listed Since: 04 November 2016

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World Scientific Publishing Company Theoretical Foundations for Quantitative Finance

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