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 (x VA) 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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Língua Inglês ● Formato EPUB ● Páginas 224 ● ISBN 9789813202498 ● Tamanho do arquivo 8.0 MB ● Editora World Scientific Publishing Company ● Cidade Singapore ● País SG ● Publicado 2017 ● Carregável 24 meses ● Moeda EUR ● ID 5603544 ● Proteção contra cópia Adobe DRM
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