A Guide to Quantitative Finance: Tools and Techniques for Understanding and Implementing Financial Analytics

Are you applying quantitative methods without a full understanding of how they really work? Bridging the gap between mathematical theory and financial practice, A Guide to Quantitative Finance provides you with all the tools and techniques to comprehend and implement the quantitative models adopted in the financial markets.

With clearly explained theory and step-by-step instructions for building and using the equations, this comprehensive toolkit allows quantitative professionals, at all levels, to put derivative pricing and risk controlling models into practice.

Compiled by a leading professor of mathematical finance, Marcello Minenna, this extensive manual will enable you to:

• understand the models adopted by the financial markets;
• evaluate the practical application of these models;
• implement the models presented;
• develop the skills required to independently tailor new models to your own specific needs.

As well as an exhaustive reference guide for advanced practitioners and academics, this accessible manual is also designed for beginners and intermediate users to quickly grasp the complexities of quantitative finance.

This self-contained and methodical guide is all you will need to fully grasp the mathematics underlying the pricing of derivatives. And most importantly, will empower you to put your quantitative skills into practice.