Theoretical Foundations For Quantitative Finance

Theoretical Foundations For Quantitative Finance

By: Gennady P. Berman (author), Luca Spadafora (author)Hardback

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Description

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.

Product Details

  • ISBN13: 9789813202474
  • Format: Hardback
  • Number Of Pages: 224
  • ID: 9789813202474
  • ISBN10: 9813202475

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