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Books > Science & Mathematics > Mathematics > Mathematical foundations
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Theoretical Foundations For Quantitative Finance (Hardcover)
Loot Price: R1,572
Discovery Miles 15 720
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Theoretical Foundations For Quantitative Finance (Hardcover)
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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.
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