A Guide to Quantitative Finance: Tools and Techniques for Understanding and Implementing Financial Analytics - Hardcover

Minenna, Marcello

Hardcover

ISBN 10: 1904339476 ISBN 13: 9781904339472

Publisher: Risk Books, 2006

Synopsis

Are you applying quantitative methods without a full understanding of how they really work? Bridging the gap between mathematical theory and financial practice, A Guide to Quantitative Finance provides you with all the tools and techniques to comprehend and implement the quantitative models adopted in the financial markets.

With clearly explained theory and step-by-step instructions for building and using the equations, this comprehensive toolkit allows quantitative professionals, at all levels, to put derivative pricing and risk controlling models into practice.

Compiled by a leading professor of mathematical finance, Marcello Minenna, this extensive manual will enable you to:

• understand the models adopted by the financial markets;
• evaluate the practical application of these models;
• implement the models presented;
• develop the skills required to independently tailor new models to your own specific needs.

As well as an exhaustive reference guide for advanced practitioners and academics, this accessible manual is also designed for beginners and intermediate users to quickly grasp the complexities of quantitative finance.

This self-contained and methodical guide is all you will need to fully grasp the mathematics underlying the pricing of derivatives. And most importantly, will empower you to put your quantitative skills into practice.

About this title

About the Author

Marcello Minenna is Enforcement Officer in the Intermediaries Division at CONSOB (Commissione Nazionale per le Societa e la Borsa). He is a Quant Researcher with an M.A. in Mathematics from Columbia University, New York and a PhD in Applied Mathematics in Economics and Finance from Statal University, Brescia. He is also a Professor of Mathematical Finance at both Bicocca and Bocconi Universities in Milan.

Edition details

• Publisher: Risk Books
• Publication date: 2006
• Language: English
• ISBN 10: 1904339476
• ISBN 13: 9781904339472
• Binding: Hardcover
• Number of pages: 400