Quantitative Finance
Palgrave Macmillan (Verlag)
978-1-349-49028-8 (ISBN)
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.
1. Financial Modeling 2. About Modeling 3. From Black & Scholes to the Emergence of the Smile Modeling 4. What is the Fair Value in the Presence of the Smile? 5. Mono Underlying Risk Exploration 6. A General Pricing Formula 7. Multi Asset Case 8. Discounting and General Value Adjustment Techniques 9. Investment Algorithms 10. Building Monitoring Signals 11. Conclusion
| Erscheinungsdatum | 26.05.2016 |
|---|---|
| Reihe/Serie | Applied Quantitative Finance |
| Zusatzinfo | XXIII, 223 p. |
| Verlagsort | Basingstoke |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft | |
| Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie | |
| Schlagworte | algorithms • Finance • financial modeling • Investment • Modeling • Pricing |
| ISBN-10 | 1-349-49028-8 / 1349490288 |
| ISBN-13 | 978-1-349-49028-8 / 9781349490288 |
| Zustand | Neuware |
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