FX Barrier Options, 1st ed. 2015 A Comprehensive Guide for Industry Quants Applied Quantitative Finance Series
Auteur : Dadachanji Zareer
Zareer's specialist areas of expertise are the modelling of FX and equity derivatives. He combines these specialist areas with substantial knowledge of general quantitative modelling, gained through years of senior-level engagement in the activities of global cross-asset quant teams. Zareer is the founder and director of Model Quant Solutions, an independent consultancy providing bespoke quantitative analysis and training on a range of financial subjects. The consultancy serves a variety of clients and client types across the finance industry. Zareer holds a triple first in Natural Sciences and a PhD in Computational and Theoretical Physics, both from the University of Cambridge.
Date de parution : 09-2015
Ouvrage de 244 p.
15.5x23.5 cm
Thèmes de FX Barrier Options :
Mots-clés :
FX; quantitative analysis; financial engineering; quantitative finance; mathematical finance; financial mathematics; derivatives; dynamics; hedging; mathematics; modeling; probability; Quantitative Analysis; risk analysis; risk management; Stochastic Interest Rates; valuation; volatility; banking