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. The work has an unconventional structure, presenting a reasoned collection of slides, which can be used by the reader immediately and easily, even for arranging a presentation for educational purposes. All material can be freely used, quoting the source. The codes, if not protected by copyright, are available upon request. 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 seven sections: I) Fixed Income II) Futures and Forwards III) Options IV) Swaps V) Credit Derivatives VI) Aggregate Risk Measures VII) Credit Risk Each section is then structured in chapters.
Notes on Quantitative Financial Analysis
Pier Giuseppe Giribone
2023-01-01
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. The work has an unconventional structure, presenting a reasoned collection of slides, which can be used by the reader immediately and easily, even for arranging a presentation for educational purposes. All material can be freely used, quoting the source. The codes, if not protected by copyright, are available upon request. 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 seven sections: I) Fixed Income II) Futures and Forwards III) Options IV) Swaps V) Credit Derivatives VI) Aggregate Risk Measures VII) Credit Risk Each section is then structured in chapters.
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