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Online Public Access Catalogue

题名/责任者:

Theoretical Foundations for Quantitative Finance Luca Spadafora,Gennady P Berman

出版发行项:

World Scientific Publishing Co Pte Ltd 2017

ISBN:

9789813202474

载体形态项:

280

翻译题名:

数量金融的理论基础

一般附注:

Hardcover

摘要附注:

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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