Quantitative Finance | Back to Basic Principles

A. Reghai

ISBN 10: 1349490288 / ISBN 13: 9781349490288

Published by Palgrave Macmillan, 2015

About this Item

Quantitative Finance | Back to Basic Principles | A. Reghai | Taschenbuch | xxiii | Englisch | 2015 | Palgrave Macmillan | EAN 9781349490288 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Seller Inventory # 103727606

Bibliographic Details

• Title: Quantitative Finance | Back to Basic Principles
• Publisher: Palgrave Macmillan
• Publication Date: 2015
• Language: English
• ISBN 10: 1349490288
• ISBN 13: 9781349490288
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 234W x 156H x 13D millimeters 234 millimeters width by 156 millimeters height by 13 millimeters depth
• Weight: 354 grams
• Seller catalogs:
  • Bücher

About this title

Synopsis

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.

About the Author

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.