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Frequently Asked Questions in Quantitative Finance

The book then has sections on:
-Most Popular Probability Distributions and Their Uses in Finance
-Ten Different Ways to Derive Black-Scholes
-Models and Equations

-The Black-Scholes formula and the Greeks
-Common Contracts
-Popular Quant Books
-The Most Popular Search Words and Phrases on [...]
-Brainteasers
-Paul & Dominic's Guide to Getting a Quant Job
it covers a lot of ground in a little more than 400 pages but it is a useful reference and if you need a review this will fill the purpose. It is definitely not the place to start your learning for that you will need to check out books such as: Neftci's "Principles of Financial Engineering", Hull's "Options, Futures and Other Derivatives" and Shreve's "Stochastic Calculus for Finance" I and II. Once you have started out this can help you fill in holes and figure out where you need to focus on.

Từ khóa: principles of financial engineering, futures and other derivatives, stochastic calculus for finance, finance, quantitative finance, frequently asked questions in quantitative finance

432 p tieuhoa 20/01/2013 376 3

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