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Mathematics of the financial markets: financial instruments and derivatives modelling, valuation and risk issues

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"Alain Ruttiens has the ability to turn extremely complex concepts and theories into very easy to understand notions. I wish I had read his book when I started my career!"
Marco Dion, Global Head of Equity Quant Strategy, J.P. Morgan

"The financial industry is built on a vast collection of financial securities that can be valued and risk profiled using a set of miscellaneous mathematical models. The comprehension of these models is fundamental to the modern portfolio and risk manager in order to achieve a deep understanding of the capabilities and limitations of these methods in the approximation of the market. In his book, Alain Ruttiens exposes these models for a wide range of financial instruments by using a detailed and user friendly approach backed up with real-life data examples. The result is an excellent entry-level and reference book that will help any student and current practitioner up their mathematical modeling skills in the increasingly demanding domain of asset and risk management."
Virgile Rostand, Consultant, Toronto ON

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Detail Information

Series Title

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Call Number

332 MAT a

Publisher

United Kingdom : John Wiley & sons., 2013

Collation

xvi, 332 p.: ill.

Language

English

ISBN/ISSN

978-1-118-51347-7

Classification

332

Content Type

text

Media Type

unmediated

Carrier Type

online resource

Edition

-

Subject(s)

finance

Specific Detail Info

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Statement of Responsibility

Alain Ruttiens

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