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 (xVA) 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.
- ISBN13 9789813202474
- Publish Date 14 June 2017
- Publish Status Active
- Publish Country SG
- Publisher World Scientific Publishing Co Pte Ltd
- Imprint WS Professional
- Format Hardcover
- Pages 224
- Language English
- URL https://worldscientific.com/worldscibooks/10.1142/10326