Problems and Solutions in Mathematical Finance – Stochastic Calculus V1: The Wiley Finance Series
Autor E Chinen Limba Engleză Hardback – 9 oct 2014
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Specificații
ISBN-13: 9781119965831
ISBN-10: 1119965837
Pagini: 400
Dimensiuni: 170 x 244 x 21 mm
Greutate: 0.83 kg
Ediția:Volume 1
Editura: Wiley
Seria The Wiley Finance Series
Locul publicării:Chichester, United Kingdom
ISBN-10: 1119965837
Pagini: 400
Dimensiuni: 170 x 244 x 21 mm
Greutate: 0.83 kg
Ediția:Volume 1
Editura: Wiley
Seria The Wiley Finance Series
Locul publicării:Chichester, United Kingdom
Public țintă
Quantitative analysts, both experienced and those new to the industry, front office risk managers and traders, final year studentsCuprins
Notă biografică
Eric Chin is a quantitative analyst at an investment bank in the City of London where he is involved in providing guidance on price testing methodologies and their implementation, formulating model calibration and model appropriateness on commodity and credit products. Prior to joining the banking industry he worked as a senior researcher at British Telecom investigating radio spectrum trading and risk management within the telecommunications sector. Eric Chin holds an MSc in Applied Statistics and an MSc in Mathematical Finance both from University of Oxford. He also holds a PhD in Mathematics from University of Dundee. Dian Nel has more than 10 years of experience in the commodities sector. He currently works in the City of London where he specialises in oil and gas markets. He holds a BEng in Electrical and Electronic Engineering from StellenboschUniversity and an MSc in Mathematical Finance from ChristChurch, OxfordUniversity. He is a Chartered Engineer registered with the Engineering Council UK. Sverrir Olafsson is Professor of Financial Mathematics at Reykjavik University; a Visiting Professor at QueenMaryUniversity, London and a director of Riskcon Ltd, a UK based risk management consultancy. Previously he was a Chief Researcher at BT Research and held academic positions at The Mathematical Departments of Kings College, London; UMIST Manchester and The University of Southampton. Dr Olafsson is the author of over 95 refereed academic papers and has been a key note speaker at numerous international conferences and seminars. He is on the editorial board of three international journals. He has provided an extensive consultancy on financial risk management and given numerous specialist seminars to finance specialists. In the last five years his main teaching has been MSc courses on Risk Management, Fixed Income, and Mathematical Finance. Dr Olafsson has an MSc and PhD in mathematical physics from the Universities of Tübingen and Karlsruhe respectively.
Descriere
Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance.