Quantitative Finance: Back to Basic Principles - Paperback
by A. Reghai
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Availability:In StockContributor:A. ReghaiSeries:Applied Quantitative FinanceTheme:Aspects (Academic)/EconomicPublish date:1/1/2015Pages:223
Languages:EnglishPublisher:Palgrave MacMillanISBN-13:9781349490288ISBN-10:1349490288UPC:9781349490288Book Category:Business & EconomicsBook Subcategory:Finance, Investments & Securities, EconomicsBook Topic:Financial Engineering, MacroeconomicsSize:9.21 x 6.14 x 0.52 inchesWeight:0.354Product ID:SCQJ5T7MBE
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.
Languages:EnglishPublisher:Palgrave MacMillanISBN-13:9781349490288ISBN-10:1349490288UPC:9781349490288Book Category:Business & EconomicsBook Subcategory:Finance, Investments & Securities, EconomicsBook Topic:Financial Engineering, MacroeconomicsSize:9.21 x 6.14 x 0.52 inchesWeight:0.354Product ID:SCQJ5T7MBE
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 has participated in numerous quantitative finance conferences including Mathfinance and IQPC events, and lectures on the Financial Mathematics MSc in Nice. Adil's main research interests are local volatility, stochastic volatility, local correlation and hybrids, numerical techniques and applied finance.
Publisher: Palgrave MacMillan
Edition
2015 Edition
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