Market Risk Analysis, Quantitative Methods in Finance (Volume I)
| Author | : | |
| Rating | : | 4.21 (537 Votes) |
| Asin | : | 0470998008 |
| Format Type | : | paperback |
| Number of Pages | : | 320 Pages |
| Publish Date | : | 2014-04-20 |
| Language | : | English |
DESCRIPTION:
. 'one of those rare gemsbreaking down the barriers and demystifying finance.' (Market-Melange, January 2011)
Hering Cheng said A Godsend. I have studied this book cover-to-cover, and I dare to say it is the best book from which to learn or review the math foundations used in quantitative finance (financial econometrics and derivatives pricing). I only have a degree of bachelor of science in computer science, with two years of analysis-lite calculus courses plus a one-semester calculus-based probability class, from the University of Toronto back in 1999, and I was able to understand most of this book. I also have very limited amount of . Instant Classic This is the 'Elements of Style' for Quantitative Finance: compact, style-setting, purposeful, and designed for the new learner. This book shouldn't be necessary: it reviews basic material that is elsewhere covered by bookshelves (library wings?) full of larger texts on the same topics. Instead, what's amazing is that it can replace an entire bookshelf of larger texts; it is that well-crafted.The *style* is unique and ought to become the standard against which finance texts are judged. Unlike most fin. G. Gregoriou said EXCELLENT AND BEST ALL ROUND QUANTITATIVE METHODS BOOK. Professor Alexander has done it once again with this wonderful gem of a book. This quantiative methods text no doubt will become standard issue in the industry. The book can assist risk managers, money manager, etc a must for everyone working on Wall Street. This book should also help CFA students. CFA students would be wise to add this book to their collections. Congratulations on the EXCELLENT AND BEST ALL ROUND QUANTITATIVE METHODS BOOK G. Gregoriou Professor Alexander has done it once again with this wonderful gem of a book. This quantiative methods text no doubt will become standard issue in the industry. The book can assist risk managers, money manager, etc a must for everyone working on Wall Street. This book should also help CFA students. CFA students would be wise to add this book to their collections. Congratulations on the 4 volume set and this book!Greg N. Gregoriou, PhDProfessor of FinanceState University of New York (Plattsburgh). volume set and this book!Greg N. Gregoriou, PhDProfessor of FinanceState University of New York (Plattsburgh)
Unique to this book is a focus on both continuous and discrete time finance so that Quantitative Methods in Finance is not only about the application of mathematics to finance; it also explains, in very pedagogical terms, how the continuous time and discrete time finance disciplines meet, providing a comprehensive, highly accessible guide which will provide readers with the tools to start applying their knowledge immediately. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the accompanying CD-ROM . Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Accessible to intelligent readers with a moderate understanding of mathematics at high school level or to anyone with a university degree in mathematics, physics or engineering, no prior knowledge of finance is n