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Theoretical Foundations For Quantitative Finance (Hardcover) Loot Price: R1,993
Discovery Miles 19 930
Theoretical Foundations For Quantitative Finance (Hardcover): Gennady P. Berman, Luca Spadafora

Theoretical Foundations For Quantitative Finance (Hardcover)

Gennady P. Berman, Luca Spadafora

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Loot Price R1,993 Discovery Miles 19 930 | Repayment Terms: R187 pm x 12*

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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.

General

Imprint: Ws Professional
Country of origin: Singapore
Release date: June 2017
First published: 2017
Authors: Gennady P. Berman • Luca Spadafora
Dimensions: 232 x 163 x 19mm (L x W x T)
Format: Hardcover
Pages: 224
ISBN-13: 978-981-3202-47-4
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Science & Mathematics > Mathematics > Mathematical foundations > General
Books > Money & Finance > General
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LSN: 981-3202-47-5
Barcode: 9789813202474

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