Title: Post-crisis quant 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.
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