Ebook: Mathematical methods for finance: tools for asset and risk management
Author: Sergio M. Focardi, Frank J. Fabozzi, Turan G. Bali
- Tags: Finances--Modèles mathématiques, Gestion des actifs et des passifs--Modèles mathématiques, Gestion du risque--Modèles mathématiques, Finances -- Modèles mathématiques, Gestion des actifs et des passifs -- Modèles mathématiques, Gestion du risque -- Modèles mathématiques
- Series: Frank J. Fabozzi series
- Year: 2013
- Publisher: Wiley
- City: Hoboken;N.J
- Language: English
- epub
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.