Quantitative Finance Back to Basic Principles
The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new methodologies from finance, physics and engineering, along with years of industry and academic experi
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Quant i t at i veFi nanc e Adi lReghai
Backt oBas i cPr i nc i pl es
Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17
Quantitative Finance
10.1057/9781137414502 - Quantitative Finance, Adil Reghai
Applied Quantitative Finance is a new series developed to bring readers the very latest market tested tools, techniques and developments in quantitative finance. Written for practitioners who need to understand how things work ‘on the floor’, the series will deliver the most cutting-edge applications in areas such as asset pricing, risk management and financial derivatives. Although written with practitioners in mind, this series will also appeal to researchers and students who want to see how quantitative finance is applied in practice. Also available Chris Kenyon, Roland Stamm discounting, libor, cva and funding Interest Rate and Credit Pricing Marc Henrard interest rate modelling in the multi-curve framework Foundations, Evolution and Implementation Ignacio Ruiz xva desks: a new era for riswk management Understanding, Building and Managing Counterparty and Funding Risk Leo Krippner zero lower bound term structure modelling A Practitioner’s Guide
10.1057/9781137414502 - Quantitative Finance, Adil Reghai
Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17
Applied Quantitative Finance series
Back to Basic Principles
Adil Reghai
NATIXIS, France
10.1057/9781137414502 - Quantitative Finance, Adil Reghai
Copyright material from www.palgraveconnect.com - licensed to New York University - Waldmann Dental Library - PalgraveConnect - 2015-05-17
Quantitative Finance
© Adil Reghai 2015
No portion of this publication may be reproduced, copied or transmitted save with written permission or in accordance with the provisions of the Copyright, Designs and Patents Act 1988, or under the terms of any licence permitting limited copying issued by the Copyright Licensing Agency, Saffron House, 6–10 Kirby Street, London EC1N 8TS. Any person who does any unauthorized act in relation to this publication may be liable to criminal prosecution and civil claims for damages. The author has asserted his right to be identified as the author of this work in accordance with the Copyright, Designs and Patents Act 1988. First published 2015 by PALGRAVE MACMILLAN Palgrave Macmillan in the UK is an imprint of Macmillan Publishers Limited, registered in England, company number 785998, of Houndmills, Basingstoke, Hampshire RG21 6XS. Palgrave Macmillan in the US is a division of St Martin’s Press LLC, 175 Fifth Avenue, New York, NY 10010. Palgrave Macmillan is the global academic imprint of the above companies and has companies and representatives throughout the world. Palgrave® and Macmillan® are registered trademarks in the United States, the United Kingdom, Europe and other countries ISBN: 978–1–137–41449–6 This book is printed on paper suitable for recycling and
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