Name: Theoretical Foundations for Quantitative Finance
ISBN: 9789813202474

Book information

Authors: Luca Spadafora verified identity, Gennady P. Berman verified identity
First published: 2017
Editions known: 2
Publishers: WORLD SCIENTIFIC
Languages: eng
ISBN-13: 9789813202474, 9789813202481
Main topics: Risk Management
Also covers: Quantitative Finance, Options and Volatility
Related site topics: Options & Derivatives Pricing, Risk Management & Tail Risk, Volatility Modeling & Forecasting

Overview

Theoretical Foundations for Quantitative Finance is a book by Luca Spadafora and Gennady P. Berman, first published in 2017. In this catalogue it is classified mainly under Risk Management, with secondary coverage of Quantitative Finance and Options and Volatility.

Audience and depth. The available metadata did not allow a mathematical difficulty estimate, so none is shown; treat the technical level as unknown.

Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 78% and difficulty confidence is 0%; the catalogue lists no ratings or awards.

Research assessment

Rule-based and model-derived from metadata (title, subject headings, edition data). These are not reviews or ratings; see the evidence below.

Quant-finance relevance	62/100 confidence 78% Score 62.0/100. Strongest: quant_relevance 0.97, metadata_completeness 0.85; weakest: practical_applicability 0.00. Evidence: title:'quantitative finance', openalex_topics:'volatility modeling'. Difficulty unknown (neutral technical_depth).
Mathematical difficulty	Unknown
Metadata quality	70%

Difficulty evidence (1 signal)

stochastic_processes matched in openalex_topics: “stochastic processes”

Research connections

Related papers on this site

Similarity of research area (shared vocabulary, topics and methods). Not citations: the paper does not necessarily cite this book.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Topic similarity inferred similarity 0.37
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market Related research area inferred similarity 0.36
Re(Visiting) Time Series Foundation Models in Finance Topic similarity inferred similarity 0.34
Stochastic Volatility Model with Sticky Drawdown and Drawup Processes: A Deep Learning Approach Topic similarity inferred similarity 0.34
Foundation Time-Series AI Model for Realized Volatility Forecasting Topic similarity inferred similarity 0.33
Discrete TimeFinance Related research area inferred similarity 0.33

Similar books

Applied Quantitative Finance inferred similarity 0.52
Handbook of Quantitative Finance and Risk Management inferred similarity 0.51
Interest Rate Management inferred similarity 0.48
Stochastic optimization in insurance inferred similarity 0.48
Model Risk in Financial Markets inferred similarity 0.47

Author profiles

Luca Spadafora verified identity
Gennady P. Berman verified identity

External resources

Open Library
DOI
Search on Amazon (ISBN-13 9789813202481) (search link; may be an affiliate link)

Relationship graph

Solid lines are verified facts (authorship from persistent identifiers, editions); dashed lines are inferred by rules or similarity. Open in the full explorer.

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