机读格式显示(MARC)

• 000 01151nam0 2200133 4500

• 001 0000724644

• 020 __ |a 9789813202474 |c CNY530.58

• 242 __ |a 数量金融的理论基础

• 245 __ |a Theoretical Foundations for Quantitative Finance |c Luca Spadafora,Gennady P Berman

• 260 __ |b World Scientific Publishing Co Pte Ltd |c 2017

• 300 __ |a 280

• 500 __ |a Hardcover

• 520 __ |a 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.

• 999 __ |a 薛洁,xjsnow0511@gmail.com,经济学院,教职工