Quantitative Finance with Case Studies in Python (Hardcover)

Idioma: inglés

Editorial: Taylor & Francis Ltd, 2025

1032868007 / 9781032868004

Serie: Libro 70 de 71 - Chapman and Hall/CRC Financial Mathematics

Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail

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Hardcover. Quantitative Finance with Case Studies in Python: A Practical Guide to Investment Management, Trading and Financial Engineering bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portfolio management. The book provides students with a very hands-on, rigorous introduction to foundational topics in quant finance, such as options pricing, portfolio optimization and machine learning. Simultaneously, the reader benefits from a strong emphasis on the practical applications of these concepts for institutional investors.This new edition includes brand new material on data science and AI concepts, including large language models, as well as updated content to reflect the transition from Libor to SOFR to bring the text right up to date. It also includes expanded material on inflation and mortgage-backed securitie, more trade ideas embedded in each chapter and also via a dedicated chapter analyzing a set of derivatives trades. There are additional examples throughout based on recent market dynamics, including the post-Covid inflation shock and its impact on risk parity strategies.Overall, the new edition is designed to be even more of a practical tool than the first edition, and more firmly rooted in real-world data, applications, and examples.Features Useful as both a teaching resource and as a practical tool for professional investorsIdeal textbook for first year graduate students in quantitative finance programs, such as those in masters programs in Mathematical Finance, Quant Finance or Financial EngineeringIncludes a perspective on the future of quant finance techniques, and in particular covers concepts of Machine Learning and Artificial IntelligenceFree-to-access repository with Python codes available at / 9781032014432 and on [CK1] Quantitative Finance with Case Studies in Python: A Practical Guide to Investment Management, Trading and Financial Engineering bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portfolio management. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

N° de ref. del artículo 9781032868004

Título
Quantitative Finance with Case Studies in Python (Hardcover)
Autor
Chris Kelliher
Editorial
Taylor & Francis Ltd
Año de publicación
2025
Estado
new
Encuadernación
Hardcover
Idioma
inglés
ISBN 10
1032868007
ISBN 13
9781032868004
Edición
2ª Edición
Serie
Libro 70 de 71: Chapman and Hall/CRC Financial Mathematics

Grand Eagle Retail

Bensenville, IL, Estados Unidos de America

Vendedor de 5 estrellas

Vendedor de IberLibro desde 12 de octubre de 2005

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