Quantitative Finance With Python: A Practical Guide to Investment Management, Trading, and Financial Engineering - Couverture rigide

Livre 55 sur 68: Chapman and Hall/CRC Financial Mathematics

Kelliher, Chris

 
9781032014432: Quantitative Finance With Python: A Practical Guide to Investment Management, Trading, and Financial Engineering
Couverture rigide
ISBN 10 : 1032014431 ISBN 13 : 9781032014432
Editeur : Chapman & Hall/CRC, 2022

Synopsis

Quantitative Finance with Python: A Practical Guide to Investment Management, Trading and Financial Engineering bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portfolio management. The book provides students with a very hands-on, rigorous introduction to foundational topics in quant finance, such as options pricing, portfolio optimization and machine learning. Simultaneously, the reader benefits from a strong emphasis on the practical applications of these concepts for institutional investors.

Features

  • Useful as both a teaching resource and as a practical tool for professional investors.
  • Ideal textbook for first year graduate students in quantitative finance programs, such as those in master's programs in Mathematical Finance, Quant Finance or Financial Engineering.
  • Includes a perspective on the future of quant finance techniques, and in particular covers some introductory concepts of Machine Learning.
  • Free-to-access repository with Python codes available at www.routledge.com/ 9781032014432 and on https: //github.com/lingyixu/Quant-Finance-With-Python-Code.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Chris Kelliher is a Senior Quantitative Researcher in the Global Asset Allocation group at Fidelity Investments. In addition, Mr. Kelliher is a Lecturer in the Masters in Mathematical Finance and Financial Technology program at Boston University's Questrom School of Business. In this role he teaches multiple graduate level courses including Computational Methods in Finance, Fixed Income & Programming for Quant Finance. Prior to joining Fidelity in 2019, Mr. Kelliher served as a portfolio manager for RDC Capital Partners. Before joining RDC, Mr. Kelliher served as a principal and quantitative portfolio manager at a leading quantitative investment management firm, FDO Partners. Prior to FDO, Mr. Kelliher was a senior quantitative portfolio analyst and trader at Convexity Capital Management and a senior quantitative researcher at Bracebridge Capital. He has been in the financial industry since 2004. Mr. Kelliher earned a BA in Economics from Gordon College, where he graduated Cum Laude with Departmental Honours, and an MS in Mathematical Finance from New York University's Courant Institute.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Chapman & Hall/CRC
Date d'édition
2022
Langue
anglais
ISBN 10 
1032014431
ISBN 13 
9781032014432
Reliure
Relié
Numéro d'édition
1
Nombre de pages
659
Coordonnées du fabricant
non disponible
Personne responsable
non disponible