Quantitative Finance

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Paperback Engels 2015 9781349490288
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The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today's markets.

Specificaties

ISBN13:9781349490288
Taal:Engels
Bindwijze:paperback
Uitgever:Palgrave Macmillan UK

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Inhoudsopgave

1. Financial Modeling 2. About Modeling 3. From Black & Scholes to the Emergence of the Smile Modeling 4. What is the Fair Value in the Presence of the Smile? 5. Mono Underlying Risk Exploration 6. A General Pricing Formula 7. Multi Asset Case 8. Discounting and General Value Adjustment Techniques 9. Investment Algorithms 10. Building Monitoring Signals 11. Conclusion

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€ 74,19
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        Quantitative Finance