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Contenido

The Encyclopedia of Quantitative Finance is a landmark, multi-volume major reference work, presenting a timely and comprehensive body of knowledge. The Encyclopedia is designed to serve as an essential reference for the finance community, as well as academics and students in mathematical finance and related areas. With contributions from some of the leading figures in industry and academic research, the Encyclopedia provides an authoritative exposition of quantitative finance.

The cross-disciplinary nature of the work is reflected in its coverage of key concepts including financial econometrics, risk management, asset and option pricing, derivatives, portfolio optimization, and mathematical tools and methods, and also by the inclusion of supporting topics such as market microstructure, the history of quantitative finance, energy and commodities, and actuarial methods.

Over the past three decades the explosive growth in trading of financial derivatives has been reflected in a commensurate growth in the study of financial mathematics, which in turn has helped to support the increasing sophistication of financial markets. Scholars from both practice and academia have long felt the need for a comprehensive reference work such as the Encyclopedia of Quantitative Finance. The Encyclopedia draws together the computational methods and practical aspects of mathematical modeling for the financial sector. The Encyclopedia also provides wide coverage of theoretical and practical aspects of quantitative finance. The contributions - even the more mathematically demanding - are sufficiently accessible that the less mathematically-adept reader can gain insight into the topics discussed. The articles also contain citations to the scholarly literature, are fully cross-referenced to other relevant articles in the encyclopedia, and include detailed bibliographies for further reading. The scope and breadth of the Encyclopedia will make it an invaluable resource for the professional, the academic researcher, and for the student in this rapidly growing area.

Detalles del artículo

• Editorial : John Wiley & Sons
• Idioma : Inglés
• Fecha de Publicación : 15/01/2010
• ISBN: 9780470057568
• Nº Volúmenes : 3
• País de Publicación : Reino Unido (INGLATERRA)
• Lugar de Publicación : West Sussex