Theoretical foundations for quantitative finance, Luca Spadafora, Gennady P. Berman
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Theoretical foundations for quantitative finance, Luca Spadafora, Gennady P. Berman
Language
eng
Bibliography note
Includes bibliographical references (pages 207-210) and index
Index
index present
Literary form
non fiction
Main title
Theoretical foundations for quantitative finance
Nature of contents
bibliography
Oclc number
972200527
Responsibility statement
Luca Spadafora, Gennady P. Berman
Summary
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.--, Provided by Publisher
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