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Mathematical methods for finance: tools for asset and risk...

Mathematical methods for finance: tools for asset and risk management

Sergio M. Focardi, Frank J. Fabozzi, Turan G. Bali
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The mathematical and statistical tools needed in the rapidly growing quantitative finance field

With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank J. Fabozzi Series, has been created with this in mind. Designed to provide the tools needed to apply finance theory to real world financial markets, this book offers a wealth of insights and guidance in practical applications.

It contains applications that are broader in scope from what is covered in a typical book on mathematical techniques. Most books focus almost exclusively on derivatives pricing, the applications in this book cover not only derivatives and asset pricing but also risk management—including credit risk management—and portfolio management.

  • Includes an overview of the essential math and statistical skills required to succeed in...
  • 年:
    2013
    出版社:
    Wiley
    语言:
    english
    页:
    302
    ISBN 10:
    1118421493
    ISBN 13:
    9781118421499
    系列:
    Frank J. Fabozzi series
    文件:
    EPUB, 5.50 MB
    IPFS:
    CID , CID Blake2b
    english, 2013
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