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Post-Crisis Quant Finance

Edited By Mauro Cesa

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Overview

This book outlines practically relevant solutions to the complexities faced by quants post-crisis. Each of the 20 chapters targets a specific technical issue including pricing, hedging and risk management of financial securities.

Post-Crisis Quant Finance is a must-read for quants, statisticians, researchers, risk managers, analysts and economists looking for the latest practical quantitative models designed by expert market practitioners.

“After reading this book it becomes clear that in the future these new and more realistic and accurate models will find wide applications and thus flourish and expand”
Alex Lipton, Bank of America Merrill Lynch and Imperial College

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Publish date: 25 Mar 2013

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