Theoretical Foundations for Quantitative Finance
| Author | : | |
| Rating | : | 4.60 (862 Votes) |
| Asin | : | 9813202475 |
| Format Type | : | paperback |
| Number of Pages | : | 280 Pages |
| Publish Date | : | 2015-01-13 |
| Language | : | English |
DESCRIPTION:
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. It shows a simple link between theoretical technicalities and practical solutions. 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.. 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