This volume aggregates a set of notions which introduce the fundamentals of quantitative financial analysis in a clear and concise way, providing a very practical approach, as demonstrated by the discussion of numerous case studies. A specific background is not strictly required for the reader, although basic notions of economics and statistics would be recommended. The book is divided into eight sections: Fixed Income Instruments, Futures and Forwards, Options, Swaps, Credit Derivatives, Inflation-indexed products, Aggregate Risk Measures and Credit Risk.
Notes on Quantitative Financial Analysis - Second Edition
Pier Giuseppe Giribone
2024-01-01
Abstract
This volume aggregates a set of notions which introduce the fundamentals of quantitative financial analysis in a clear and concise way, providing a very practical approach, as demonstrated by the discussion of numerous case studies. A specific background is not strictly required for the reader, although basic notions of economics and statistics would be recommended. The book is divided into eight sections: Fixed Income Instruments, Futures and Forwards, Options, Swaps, Credit Derivatives, Inflation-indexed products, Aggregate Risk Measures and Credit Risk.
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