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Encyclopedia of Quantitative Finance (Hardcover, New) Loot Price: R18,606 Discovery Miles 186 060
Encyclopedia of Quantitative Finance (Hardcover, New): Rama Cont
Encyclopedia of Quantitative Finance (Hardcover, New): Rama Cont

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Encyclopedia of Quantitative Finance (Hardcover, New)

Rama Cont

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Loot Price R18,606 Discovery Miles 186 060

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"What initially looked like an impossible undertaking has become a formidable achievement, stretching from the theoretical foundations to the most recent cutting edge methods. Mille bravos "
--Dr Bruno Dupire (Bloomberg L.P.)

The "Encyclopedia of Quantitative Finance" is a major reference work designed to provide a comprehensive coverage of essential topics related to the quantitative modelling of financial markets, with authoritative contributions from leading academics and professionals.

Drawing on contributions from a wide spectrum of experts in fields including financial economics, econometrics, mathematical finance, operations research, numerical analysis, risk management and statistics, the "Encyclopedia of Quantitative Finance" faithful reflects the multidisciplinary nature of its subject.
With a pool of author comprising over 400 leading academics and professionals worldwide, the Encyclopedia provides a balanced view of theoretical and practical aspects of quantitative modelling in finance.

Topics covered in the Encyclopedia includethe historical development of quantitative modelling in finance, including biographies of influential figuresself-contained expositions of mathematical and statistical tools used in financial modellingauthoritative expositions on the foundations of financial theory and mathematical finance, including arbitrage pricing, asset pricing theory, option pricing and asset allocationcomprehensive reviews of various aspects of risk management: credit risk, market risk, operational risk, economic capital and Basel II with a detailed coverage of topics related to credit riskup-to-date surveys of the state of the art in computational finance: Monte Carlo simulation, partial differential equations (PDEs), Fourier transform methods, model calibrationdetailed entries on various types of financial derivatives and methods used for pricing and hedging them, including equity derivatives, credit derivatives, interest rate derivatives and foreign exchange derivativespedagogical surveys of econometric methods and models used in finance, including GARCH models, GMM, realized volatility, factor models, Mixed Data Sampling and high-frequency dataempirical and theoretical aspects of market microstructure and trade-level modellingtimely entries on new topics such as commodity risk, electricity derivatives, algorithmic trading and multi-fractalsquantitative methods in actuarial science, including insurance derivatives, catastrophe bonds, equity-linked life insurance and other topics at the interface of finance and insurance

All articles contain are cross-referenced to other relevant articles in the Encyclopedia and include detailed bibliographies for further reading.

The scope and breadth of the Encyclopedia will make it an invaluable resource for students and researchers in finance, quantitative analysts and developers, risk managers, portfolio managers, regulators, financial market analysts and anyone interested in the complexity of today's financial markets and products.


Imprint: John Wiley & Sons
Country of origin: United Kingdom
Release date: February 2010
First published: April 2010
Editors-in-chief: Rama Cont
Dimensions: 289 x 184 x 101mm (L x W x H)
Format: Hardcover
Volumes: 4
Pages: 2224
Edition: New
ISBN-13: 978-0-470-05756-8
Barcode: 9780470057568
Categories: Books > Business & Economics > Finance & accounting > Finance
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
LSN: 0-470-05756-4

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