Post-crisis quant finance
By: edited by Mauro Cesa
Publisher: Risk Books
Published: 2013
Place of publication: London
Language: eng
ISBN-13: 9781782720249
Subjects: Derivative securities; Prices; Mathematical models; Asset allocation; Risk management; Instruments dérivés (Finances); Prix; Modèles mathématiques; Affectation de l'actif; Gestion du risque; BUSINESS & ECONOMICS; Finance
Description: This book outlines practically relevant solutions to the complexities faced by quants post-crisis. Each of the 20 chapters targets a specific technical issue including pricing, hedging and risk management of financial securities. Post-crisis quant finance is a must-read for quants, statisticians, researchers, risk managers, analysts and economists looking for the latest practical quantitative models designed by expert market practitioners.
Notes: Includes bibliographical references and index.