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Quantitative Finance

Exercises and Applications

Parametre

  • 228 stránok
  • 8 hodin čítania

Viac o knihe

Advanced mathematics is utilized to model financial markets in this comprehensive exploration of quantitative finance. The book begins with detailed exercises covering equity, commodity, currency, fixed-income, and credit derivatives, providing a solid foundation. It further delves into complex applications, including the multifactor Heath-Jarrow-Morton model and the uncertain volatility model by Avellaneda-Levy-Paras. Readers will find algorithms and programming codes to verify theoretical results and create their own models, making it a practical resource for aspiring quantitative analysts.

Nákup knihy

Quantitative Finance, J. C. Arismendi

Jazyk
Rok vydania
2014
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