Quantitative analysts

Members of CFA Institute [including Chartered Financial Analyst® (CFA®) charterholders] and candidates for the CFA designation (“Members and Candidates”) must:1 Act with integrity, competence, diligence, respect, and in an ethical manner wit

384p haiduong_1 28-02-2013 75 7   Download

The long-awaited sequel to the "Concepts and Practice of Mathematical Finance" has now arrived. Taking up where the first volume left off, a range of topics is covered in depth. Extensive sections include portfolio credit derivatives, quasi-Monte Carlo, the calibration and implementation of the LIBOR market model, the acceleration of binomial trees, the Fourier transform in option pricing and much more. Throughout Mark Joshi brings his unique blend of theory, lucidity, practicality and experience to bear on issues relevant to the working quantitative analyst....

0p baobinh1311 25-09-2012 87 20   Download

E very month, it seems, Wall Street comes up with some newfangled investment idea. The array of financial products (replete with 164-page prospectuses) is now so dizzying that the old lumpy mattress is starting to look like a more comfortable place to stash the cash. But there is one relatively new product out there definitely worth looking at. It’s something of a cross between an index mutual fund and a stock, and it’s called an exchangetraded fund, or ETF.

387p baobinh1311 25-09-2012 76 26   Download