Quantitative Finance: Back to Basic Principles (Applied Quantitative Finance) - Hardcover

Buch 3 von 14: Applied Quantitative Finance

Reghai, A.

 
9781137414496: Quantitative Finance: Back to Basic Principles (Applied Quantitative Finance)
Hardcover
ISBN 10: 1137414499 ISBN 13: 9781137414496
Verlag: Palgrave Macmillan, 2014

Inhaltsangabe

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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Über die Autorin bzw. den 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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Verlag
Palgrave Macmillan
Erscheinungsdatum
2014
Sprache
Englisch
ISBN 10 
1137414499
ISBN 13 
9781137414496
Einband
Gebundene Ausgabe
Anzahl der Seiten
246
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Weitere beliebte Ausgaben desselben Titels

9781349490288: Quantitative Finance: Back to Basic Principles (Applied Quantitative Finance)

Vorgestellte Ausgabe

ISBN 10:  1349490288 ISBN 13:  9781349490288
Verlag: Palgrave Macmillan, 2015
Softcover