DERIVATIVES ALGORITHMS: VOLUME 1: BONES

DERIVATIVES ALGORITHMS: VOLUME 1: BONES

Tekijä: Hyer Thomas
Kustantaja: World Scientific Publishing Company
Julkaisuvuosi: 2010
ISBN: 9789814289801

Osta kirja

0

Maksa Klarnalla
14 päivän palautusoikeus

“Aristotle once said ‘Those who know, do. Those who understand, teach.’ The quantitative finance community is very lucky that Tom Hyer, who both knows and understands, has written this short book. It covers a lot of ground and shows the why and the how of industrial-scale derivatives pricing and risk management. This book is a must for practitioners, and useful for academics as well.”

Alexander Lipton
Co-head of the Global Quantitative Group, Bank of America Merrill Lynch
and Visiting Professor of Mathematics, Imperial College London

“The name may not be widely known, but Tom Hyer is among the elite of industry quants and is highly regarded by his peers. Finally, the secretive Black Prince of analytics has unveiled some of his tricks in a book that must not be missed by anyone, from a newbie trying to land a first job to a seasoned veteran who thinks he knows it all.”

Vladimir V Piterbarg
Global Head of Quantitative Analytics, Barclays Capital

Saatat pitää myös näistä

Osta kirja0