Dimensions
176 x 245 x 24mm
Volume I: Quantitative Methods in Finance
As a set these books are a radical update and revision of Market Models: a Guide to Financial Data Analysis. They provide a rigorous explanation of the key theoretical ideas that market model developers are faced with, in practical, clear terms. Developers are faced with many decisions, about the pricing, the data, the statistical methodology and the calibration and testing of the model prior to implementation therefore these books help risk managers, quantitative traders and investment analysts make the right decisions. The emphasis throughout is in understanding concepts and implementing solutions, assisted by the use of real-world examples both in the text and, interactively, on the accompanying CDs. All of the CD's contain VBA code & C++ code, plus VBA with Excel interface.
This book covers all of the mathematics that a student and practitioner need in order to progress in mathematical finance. The only mathematics book to be written specifically for finance, this book covers; calculus; linear algebra, probability, statistics and regression; numerical methods in finance and portfolio mathematics. The author uses real world examples and provides a clear, concise coverage of the essential mathematics needed for finance.
