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Theoretical Foundations for Quantitative Finance
by Luca Spadafora
>>> http://shurll.com/6rcvz DOWNLOAD BOOK
This book provides simple introduction to quantitative finance for students and junior quants who want to approach the typical industry problems with practical but rigorous ambition. It shows a simple link between theoretical technicalities and practical solutions. Mathematical aspects are discussed from a practitioner perspective, with a deep focus on practical implications, favoring the intuition and the imagination. In addition, the new post-crisis paradigms, like multi-curves, x-value adjustments (xVA) and Counterparty Credit Risk are also discussed in a very simple framework. Finally, real world data and numerical simulations are compared in order to provide a reader with a simple and handy insight on the actual model performances.
Details:
Price: $78.00
Publisher: World Scientific Publishing Company (June 14, 2017)
Language: English
ISBN-10: 9813202475
ISBN-13: 978-9813202474
Weight: 1.7 pounds
Theoretical Foundations for Quantitative Finance Luca Spadafora
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Abstract Submitted for the MAR08 Meeting of The American Physical Society Non-Arrhenius Fer-romagnetism In 1D Systems LUCA SPADAFORA, FAUSTO BORGONOVI,View Instagram user names that contain spadafora. Search followers, comments, photos and much more.Value-at-Risk time scaling for long-term risk estimation Luca Spadaforay1,2, Marco Dubrovich 1and Marcello Terraneo 1UniCredit S.p.A., Piazza Gae Aulenti 3, 20154 .Luca Franco Spadafora arrived at 5:00 a.m. on Saturday November 6, 2004, weighing 7 pounds, 10 ounces and 22 inches long. Overjoyed parents are Franca and Aldo Spadafora.
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