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Quantitative Finance
Adil Reghai
€ 79.78
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Description for Quantitative Finance
Paperback. Series: Applied Quantitative Finance. Num Pages: 246 pages, biography. BIC Classification: KCB; KFF; KFFM. Category: (G) General (US: Trade). Dimension: 235 x 155. .
The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today's markets.
The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today's markets.
Product Details
Format
Paperback
Publication date
2014
Publisher
Palgrave Macmillan United Kingdom
Number of pages
246
Condition
New
Series
Applied Quantitative Finance
Number of Pages
223
Place of Publication
Basingstoke, United Kingdom
ISBN
9781349490288
SKU
V9781349490288
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Adil Reghai
Adil Reghai (Paris, France) is head of Quantitative Research on Equity and Commodity Derivatives and Quantitative Investments at Natixis, a leading asset management company and one of the largest in the world. A graduate from Ecole Polytechnique (X92) and Ecole des Mines (P94), Paris, Adil was formerly in charge of quantitative research at Merrill Lynch, BNP Paribas and Calyon. He ... Read more
Reviews for Quantitative Finance
'Bâle III identifies Valuation and Risk models as key features to be measured and followed. Recently, with the wide spread mission of the Asset Quality Review (AQR) regulators reinforced best practices in this field proposing concrete solutions. This book offers a step by step introduction to the usage of models in practice and assesses the fair valuation as well as ... Read more