A Technical Guide to Mathematical Finance (Chapman and Hall/CRC Financial Mathematics Series)
Author: Derek Zweig (Author)
Publisher finelybook 出版社: Chapman and Hall/CRC
Edition 版本: 1st
Publication Date 出版日期: 2024-06-19
Language 语言: English
Print Length 页数: 184 pages
ISBN-10: 1032687231
ISBN-13: 9781032687230
Book Description
A Technical Guide to Mathematical Finance covers those foundational mathematical topics most important to an aspiring or professional quant. The text goes beyond a simple recitation of methods and aims to impart a genuine understanding of the fundamental concepts underpinning most of the techniques and tools routinely used by those working in quantitative finance.
Features
- Suitable for professional quants and graduate students in finance, and mathematical/quantitative finance.
- “Concept Refreshers” used throughout to provide pithy summaries of complex topics.
- Step-by-step detail for formal proofs and mathematical descriptions.
About the Author
Derek Zweig is the Chief Executive Officer and co-founder of Value Analytics, a data and analytics firm specializing in equity markets. Prior to founding Value Analytics, he worked as a capital markets risk analyst at a large regional bank where he specialized in market and counterparty risk. Along with his experience in risk, Derek spent much of his career valuing business interests and intangible assets of private and public companies. He is an active member of the CFA Institute and the Global Association of Risk Professionals. He has a graduate certificate in Financial Engineering from Columbia University, an M.S. in Applied Economics from Johns Hopkins University, and a B.S. in Finance from the Ohio State University. Derek regularly tutors children and young adults in mathematics, and enjoys rock climbing, pickup basketball and volleyball, and spending endless hours clowning around with his daughter.
