Theoretical Foundations for Quantitative Finance
Luca Spadafora, Gennady P Berman
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.
Categories:
Year:
2017
Publisher:
World Scientific Publishing Company
Language:
english
Pages:
224
ISBN 10:
9813202475
ISBN 13:
9789813202474
File:
PDF, 3.41 MB
IPFS:
,
english, 2017