Theoretical Foundations Quantitative Finance
Luca Spadafora, "Theoretical Foundations Quantitative Finance"
English | ISBN: 9813202475 | 2017 | 224 pages | PDF | 3 MB
English | ISBN: 9813202475 | 2017 | 224 pages | PDF | 3 MB
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.