Features
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- Connected to a Github repository with the codes in the book. The repository can be accessed at https://bit.ly/3bllnuf
- Suitable for undergraduate students, as well as anyone who wants a gentle introduction to the principles of quantitative finance
- No pre-requisites required for programming or advanced mathematics beyond basic calculus.
Elisa Alos holds a Ph.D. in Mathematics from the University of Barcelona. She is an Associate Professor in the Department of Economics and Business at Universitat Pompeu Fabra (UPF) and a Barcelona GSE Affiliated Professor. Her research focus has been on the applications of the Malliavin calculus and the fractional Brownian motion in mathematical finance and volatility modelling since he past fourteen years.
Raul Merino has been working full-time in the industry as Risk Quant since 2008. He is also an Associate Professor at Pompeu Fabra University (UPF) where he teaches the course Financial Derivatives and Risk Management . Raul holds a Ph.D. in Mathematics from the University of Barcelona. In his Ph.D. he studied the use of decomposition formulas in stochastic volatility models. His research interests are stochastic analysis and applied mathematics, with a special focus on applications to mathematical finance.
Title: Introduction to Financial Derivatives with Python (Chapman and Hall/CRC Financial Mathematics Series)
Author: Al�s, Elisa,Merino, Ra�l
ISBN: 9781032211039
Binding:
Publisher: Taylor & Francis Ltd
Publication Date: 2022-12-15
Number of Pages: 228
Weight: 0.5001 kg
