000			03179nam a2200373Ia 4500
001			333824
005			20170126115517.0
008			141023s2014 nyua 000 0 eng
010			_a 2014030381
020			_z9781137414496 (hardback)
020			_a9781137414502 (electronic)
040			_aDLC _beng _cDLC _erda
041			_aspa
042			_apcc
050	0	0	_aHG106 _b.R445 2014eb
082	0	0	_a332.01/51 _223
084			_aBUS027000 _2bisacsh
100	1		_aReghai, Adil. _9268273
245	1	0	_aQuantitative finance _h[electronic resource] _bback to basic principles _cAdil Reghai NATIXIS, France.
264		1	_aNew York, NY _bPalgrave Macmillan _c2014.
300			_aone online resource (xxiii, 223 pages) _billustrations _c24 cm.
336			_btxt
337			_bn _2rdamedia
338			_bnc _2rdacarrier
490	0		_aApplied quantitative finance
505	8		_aMachine generated contents note: -- 1. Financial Modeling -- 2. About Modeling -- 3. From Black & Scholes to the Emergence of the Smile Modeling -- 4. What is the Fair Value in the Presence of the Smile? -- 5. Mono Underlying Risk Exploration -- 6. A General Pricing Formula -- 7. Multi Asset Case -- 8. Discounting and General Value Adjustment Techniques -- 9. Investment Algorithms -- 10. Building Monitoring Signals -- 11. Conclusion.
520			_a"The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. The era of stochastic calculus is over and the time of Ito derivation is at an end. Today, quants need a broad modeling skillset - one that transcends mathematics to price and hedge financial products safely and effectively, but that also takes into account that we now live in a world of more frequent crises, fatter tail risk and the optimized search for alpha. This book brings together proven and new methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today's markets. It begins by looking at approaches to vanilla and exotic options - including barrier, binary and American options. It then addresses the Black-Scholes conundrum - is it effective? The book then progresses to look at other pricing and valuation models commonly used in the industry, including Terminal Smile, stochastic volatility and more before confronting all the key challenges in model calibration and implementation. Written for quantitative practitioners in banks and asset managers, Quantitative Finance provides a toolkit and robust methodology to confront new and unforeseen pricing and valuation challenges in the light of the new paradigm. "-- _zProvided by publisher.
650		0	_aFinance _xMathematical models. _996504 _2Local
650		7	_aBUSINESS & ECONOMICS / Finance. _2bisacsh _9206124 _2Local
655	0	7	_aElectronic books _2local _991167 _2Local
710	2		_aEbrary inc. _9219363
856	4	0	_uhttp://site.ebrary.com/lib/pucpr/docDetail.action?docID=11003004 _3ebrary _zPresione para acceder el libro en línea.
942			_c7 _hHG106 _m.R445 2014eb
999			_c250254 _d250254