Overview
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.
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Details
- ISBN-13: 9789813202474
- ISBN-10: 9813202475
- Publisher: World Scientific Publishing Company
- Publish Date: June 2017
- Dimensions: 9.1 x 5.8 x 0.8 inches
- Shipping Weight: 1.15 pounds
- Page Count: 224
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