• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Theoretical Foundations for Quantitative Finance

Theoretical Foundations for Quantitative Finance

Hardcover

Investing & FinanceGeneral Mathematics

ISBN10: 9813202475
ISBN13: 9789813202474
Publisher: World Scientific Publishing Company
Published: May 12 2017
Pages: 224
Weight: 1.15
Height: 0.80 Width: 5.80 Depth: 9.10
Language: English

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.

Also in

Investing & Finance