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This book consists of many new and stimulating ideas on the subject of quantitative finance, often challenging conventionally held views. Many interesting models are discussed on a wide variety of subjects. These include mean–variance strategies, passport options and Value at Risk (VaR).
Many experts in quantitative finance have contributed to this book including:
∗ Isabelle Bajeux–Besnainou
∗ David Bakstein
∗ Christer Borell
∗ David Epstein
∗ Philip Hua
∗ Aldo Nassigh
∗ Antony Penaud
∗ Andrea Piazzetta
∗ Roland Portrait
∗ Henriette Prast
∗ Ferdinando Samaria
New ideas in quantitative finance are always welcome, especially so in recent years as new techniques have steadily gained in popularity and old techniques have become more sophisticated.
This book features new contributions from many highly regarded individuals, collected together by Paul Wilmott and Henrik Rasmussen. Subjects featured include new techniques for:
∗ Risk Management
∗ Equity Modelling
∗ Interest Rate Modelling
This book is a worthy addition to the canon of literature on quantitative finance.