Quantitative Finance: Back to Basic Principles (Applied Quantitative Finance) - Tapa blanda

Libro 3 de 13: Applied Quantitative Finance

Reghai, A.

 
9781349490288: Quantitative Finance: Back to Basic Principles (Applied Quantitative Finance)
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ISBN 10: 1349490288 ISBN 13: 9781349490288
Editorial: Palgrave Macmillan, 2015

Sinopsis

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.

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Acerca del autor

Adil Reghai (Paris, France) is head of Quantitative Research on Equity and Commodity Derivatives and Quantitative Investments at Natixis, a leading asset management company and one of the largest in the world. A graduate from Ecole Polytechnique (X92) and Ecole des Mines (P94), Paris, Adil was formerly in charge of quantitative research at Merrill Lynch, BNP Paribas and Calyon. He has participated in numerous quantitative finance conferences including Mathfinance and IQPC events, and lectures on the Financial Mathematics MSc in Nice. Adil's main research interests are local volatility, stochastic volatility, local correlation and hybrids, numerical techniques and applied finance.

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Editorial
Palgrave Macmillan
Año de publicación
2015
Idioma
Inglés
ISBN 10 
1349490288
ISBN 13 
9781349490288
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
248
Contacto del fabricante
no disponible
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Otras ediciones populares con el mismo título

9781137414496: Quantitative Finance: Back to Basic Principles (Applied Quantitative Finance)

Edición Destacada

ISBN 10:  1137414499 ISBN 13:  9781137414496
Editorial: Palgrave Macmillan, 2014
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