{"title":"Ionut Florescu","description":"\u003cp\u003eDive into the intricate world of finance and investment with the works of Ionut Florescu. An esteemed author and academic, Florescu brings a wealth of knowledge to the field of quantitative finance. His books are perfect for readers who are keen to deepen their understanding of financial markets through a quantitative lens.\u003c\/p\u003e\n\n\u003cp\u003eIonut Florescu's writing is known for its clarity and precision, making complex concepts more accessible to both newcomers and seasoned professionals alike. Whether you're looking to bolster your financial acumen or simply enjoy exploring the dynamic sphere of finance and investment, Florescu's collection is an invaluable resource.\u003c\/p\u003e\n\n\u003cp\u003eExplore the fascinating interplay between mathematics and finance with works like \u003cem\u003eQuantitative Finance\u003c\/em\u003e, where Florescu meticulously guides readers through advanced models and strategies. Immerse yourself in a collection that not only educates but also inspires a greater appreciation for the intricacies of the financial world.\u003c\/p\u003e","products":[{"product_id":"quantitative-finance-by-maria-cristina-mariani-9781118629956","title":"Quantitative Finance","description":"\u003cdiv class=\"book-description\"\u003e\n\u003cp\u003e\u003cstrong\u003ePresents a multitude of topics relevant to the quantitative finance community by combining the best of the theory with the usefulness of applications.\u003c\/strong\u003e\u003c\/p\u003e\n\n\u003cp\u003eWritten by accomplished teachers and researchers in the field, this book presents quantitative finance theory through applications to specific practical problems and comes with accompanying coding techniques in R and MATLAB, as well as some generic pseudo-algorithms relevant to modern finance. It also offers over 300 examples and exercises that are appropriate for the beginning student as well as the practitioner in the field.\u003c\/p\u003e\n\n\u003cp\u003eThe \u003ci\u003eQuantitative Finance\u003c\/i\u003e book is divided into four parts. Part One begins by providing readers with the theoretical backdrop needed from probability and stochastic processes. Useful finance concepts used throughout the book are also presented.\u003c\/p\u003e\n\n\u003cp\u003eIn Part Two of the book, the classical Black-Scholes-Merton model is introduced in a uniquely accessible and understandable way. Implied volatility as well as local volatility surfaces are discussed. Solutions to Partial Differential Equations (PDE), wavelets, and Fourier transforms are presented. Several methodologies for pricing options, namely tree methods, finite difference method, and Monte Carlo simulation methods, are also discussed. This part concludes with a discussion on stochastic differential equations (SDEs).\u003c\/p\u003e\n\n\u003cp\u003eThe third part of this book delves into several new and advanced models from current literature, such as general Lévy processes, nonlinear PDEs for stochastic volatility models in a transaction fee market, PDEs in a jump-diffusion with stochastic volatility models, and factor and copulas models.\u003c\/p\u003e\n\n\u003cp\u003eIn Part Four, the book concludes with a solid presentation of the typical topics in fixed income securities and derivatives. Models for pricing bonds, marketable securities, credit default swaps (CDS), and securitizations are discussed.\u003c\/p\u003e\n\n\u003cul\u003e\n    \u003cli\u003eClassroom-tested over a three-year period with the input of students and experienced practitioners.\u003c\/li\u003e\n    \u003cli\u003eEmphasises the volatility of financial analyses and interpretations.\u003c\/li\u003e\n    \u003cli\u003eWeaves theory with application throughout the book.\u003c\/li\u003e\n    \u003cli\u003eUtilises R and MATLAB software programs.\u003c\/li\u003e\n    \u003cli\u003ePresents pseudo-algorithms for readers who do not have access to any particular programming system.\u003c\/li\u003e\n    \u003cli\u003eSupplemented with an extensive author-maintained website that includes helpful teaching hints, datasets, software programs, and additional content.\u003c\/li\u003e\n\u003c\/ul\u003e\n\n\u003cp\u003e\u003ci\u003eQuantitative Finance\u003c\/i\u003e is an ideal textbook for upper-undergraduate and beginning graduate students in statistics, financial engineering, quantitative finance, and mathematical finance programmes. It will also appeal to practitioners in the same fields.\u003c\/p\u003e\n\u003c\/div\u003e","brand":"Unknown","offers":[{"title":"Default Title","offer_id":47000717557996,"sku":"9781118629956","price":283.99,"currency_code":"NZD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0705\/7784\/8556\/files\/b11573d89d5aebe9b8f2d42c6be74fbd.jpg?v=1773004719"}],"url":"https:\/\/bookhero.pro\/collections\/ionut-florescu.oembed","provider":"Book Hero","version":"1.0","type":"link"}