THEORETICAL FOUNDATIONS FOR QUANTITATIVE FINANCE

定量金融理论基础

货币银行学

原   价:
816.00
售   价:
612.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2017年05月02日
装      帧
精装
ISBN
9789813202474
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页      码
224
语      种
英文
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库存 30 本
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图书简介
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. Key Features: o Good balance between theoretical aspects and practical problems o New post-crisis paradigms (multi-curve, x-Value Adjustments, Counterparty Credit Risk) are introduced and discussed in a very simple way o Actual model performances are analyzed comparing real world data and numerical simulations
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