Post-crisis quant finance
Auteur :
Cesa, Mauro
Éditeur :
Risk Books
ISBN :
9781782720072
Date de publication :
25 mars 2013
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.