000			03671nam a2200505 i 4500
999			_c200426631 _d44555
001			9780750313681
003			IOP
005			20190322123557.0
006			m eo d
007			cr cn |||m|||a
008			170209s2017 enka ob 000 0 eng d
020			_a9780750313681 _qebook
024	7		_a10.1088/978-0-7503-1368-1 _2doi
035			_a(CaBNVSL)thg00972303
035			_a(OCoLC)973893521
040			_aCaBNVSL _beng _erda _cCaBNVSL _dCaBNVSL
050		4	_aHG106 _b.J367 2017eb
072		7	_aMAT003000 _2bisacsh
072		7	_aPBW _2bicssc
100	1		_aJames, Jessica, _d1968- _eauthor.
245	1	0	_aQuantitative finance / _cProf. Jessica James.
264		1	_aBristol [England] (Temple Circus, Temple Way, Bristol BS1 6HG, UK) : _bIOP Publishing, _c[2017]
300			_a1 online resource (x, 17 pages) : _bcolor illustrations.
336			_atext _2rdacontent
337			_aelectronic _2isbdmedia
338			_aonline resource _2rdacarrier
490	0		_aPhysics world discovery, _x2399-2891
500			_a"Version: 20170101"--Title page verso.
504			_aIncludes bibliographical references (pages 16-17).
505	0		_aIntroduction -- Background -- Current directions -- Outlook.
520	3		_aQuantitative 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.
521			_aFinal-year undergraduates, new PhD students and early-career scientists.
530			_aAlso available in print.
538			_aSystem requirements: Adobe Acrobat Reader, EPUB reader. or Kindle reader.
538			_aMode of access: World Wide Web.
545			_aJessica 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.
588			_aTitle from PDF title page (viewed on February 9, 2017).
650		7	_aMATHEMATICS / Applied. _2bisacsh
650		0	_aFinance _xMathematical models.
650		7	_aApplied mathematics. _2bicssc
710	2		_aInstitute of Physics (Great Britain), _epublisher.
856	4	0	_uhttp://iopscience.iop.org/book/978-0-7503-1368-1
942			_2lcc _cEBK