Quantitative finance /

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"Version: 20170101"--Title page verso.Includes bibliographical references (pages 16-17).Introduction -- Background -- Current directions -- Outlook.Quantitative finance is a field that has risen to prominence over the last few decades. It encompasses the complex models and calculations that value financial contracts, particularly those which reference events in the future, and apply probabilities to these events. While adding greatly to the flexibility of the market available to corporations and investors, it has also been blamed for worsening the impact of financial crises. But what exactly does quantitative finance encompass, and where did these ideas and models originate? We show that the mathematics behind finance and behind games of chance have tracked each other closely over the centuries and that many well-known physicists and mathematicians have contributed to the field.Final-year undergraduates, new PhD students and early-career scientists.Also available in print.Mode of access: World Wide Web.System requirements: Adobe Acrobat Reader, EPUB reader. or Kindle reader.Jessica James is a managing director and senior quantitative researcher at Commerzbank in London. Additionally, she is a Visiting Professor at both UCL and Cass Universities in London, in the area of quantitative financial mathematics. She joined Commerzbank from Citigroup where she held a number of roles, latterly as global head of the quantitative investor solutions group. Prior to this she was head of the risk advisory and currency overlay team for Bank One. Before her career in finance, James lectured in physics at Trinity College, Oxford. She holds a BSc in physics from Manchester University and a DPhil in atomic and nuclear physics from Oxford University. Her publications include the Handbook of Foreign Exchange (Wiley), Interest Rate Modelling (Wiley), Currency Management (Risk Books) and FX Option Performance (Wiley). She is a managing editor of the Journal of Quantitative Finance, fellow of the Institute of Physics and has been a member of their governing body and of its Industry and Business board.Title from PDF title page (viewed on February 9, 2017).

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Publisher

: .,

Collation

1 online resource (x, 17 pages) :color illustrations.

Language

English

ISBN/ISSN

9780750313681

Classification

332/.01/5195

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Edition

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Subject(s)

MATHEMATICS / Applied.
Applied mathematics.
Finance

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Statement of Responsibility

Prof. Jessica James.

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