Business & Economics Books:

A Guide to Quantitative Finance

Tools and Techniques for Understanding and Implementing Financial Analytics

Format

Hardback

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A Guide to Quantitative Finance by Marcello Minenna
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Description

Compiled by a professor of mathematical finance, Marcello Minenna, this extensive manual will enable the reader to: understand the models adopted by the financial markets; evaluate the practical application of these models; implement the models presented; and develop the skills required to independently tailor new models to their own specific needs. As well as a reference guide for advanced practitioners and academics, this manual is also designed for beginners and intermediate users to quickly grasp the complexities of quantitative finance. This self-contained and methodical guide will allow the reader to fully grasp the mathematics underlying the pricing of derivatives. And most importantly, will empower them to put their quantitative skills into practice.

Author Biography

Marcello Minenna is Enforcement Officer in the Intermediaries Division at CONSOB (Commissione Nazionale per le Societa e la Borsa). He is a Quant Researcher with an M.A. in Mathematics from Columbia University, New York and a PhD in Applied Mathematics in Economics and Finance from Statal University, Brescia. He is also a Professor of Mathematical Finance at both Bicocca and Bocconi Universities in Milan.
Release date Australia
September 11th, 2006
Country of Publication
United Kingdom
Illustrations
Illustrations
Imprint
Risk Books
Pages
400
Dimensions
165x220x25
ISBN-13
9781904339472
Product ID
1754821

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