Quantitative methods in finance, Watsham, Terry J. Parramore, Keith
Автор: Brealey Название: Principles of Corporate Finance 12 edition ISBN: 1259253333 ISBN-13(EAN): 9781259253331 Издательство: McGraw-Hill Рейтинг: Цена: 4807 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Designed to help improve student performance, meaning that students are prepared for class and can successfully solve problems and analyse the results, this title provides opportunities for students to practice solving financial problems and apply what they`ve learned.
Автор: Brooks Название: Introductory Econometrics for Finance ISBN: 1107661455 ISBN-13(EAN): 9781107661455 Издательство: Cambridge Academ Рейтинг: Цена: 5203 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.
Автор: Ross Stephen Название: Core principles and applications of Corporate Finance, global edition ISBN: 0071221166 ISBN-13(EAN): 9780071221160 Издательство: McGraw-Hill Рейтинг: Цена: 3657 р. 5224.00-30% Наличие на складе: Есть (1 шт.) Описание: Conveys important corporate finance concepts and applications. This text distills the subject of corporate finance down to its core, while also maintaining a decidedly modern approach.
Автор: Steve Bell DPhil Название: Quantitative Finance For Dummies ISBN: 1118769465 ISBN-13(EAN): 9781118769461 Издательство: Wiley Рейтинг: Цена: 2089 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Guerard Jr. John, Schwartz Eli Название: Quantitative Corporate Finance ISBN: 1402070195 ISBN-13(EAN): 9781402070198 Издательство: Springer Рейтинг: Цена: 17764 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Quantitative Corporate Finance is designed to be an advanced graduate corporate financial management textbook. The book will address several problems in contemporary corporate finance: optimal capital structure, both in the US and in the G7 economies, the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Model (APT) and the implications for the cost of capital, dividend policy, sales forecasting and pro forma statement analysis, leverage and bankruptcy, and mergers and acquisitions.
Автор: Reghai Adil Название: Quantitative Finance ISBN: 1137414499 ISBN-13(EAN): 9781137414496 Издательство: Springer Рейтинг: Цена: 7199 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today`s markets.
Автор: Anatoly B. Schmidt Название: Quantitative Finance for Physicists, ISBN: 012088464X ISBN-13(EAN): 9780120884643 Издательство: Elsevier Science Рейтинг: Цена: 5231 р. Наличие на складе: Поставка под заказ.
Описание: With physicists exploring the possibility of utilizing their advanced math skills for a career in the finance industry, this book introduces them to fundamental and advanced finance principles and methods. Here you can find out how fractals, scaling, chaos, and other physics concepts are useful in analyzing financial time series.
Описание: Written By A Physicist With Extensive Experience As A Quant On Wall Street, This Book Treats A Wide Variety Of Topics. Presenting The Theory And Practice Of Quantitative Finance And Risk, It Delves Into The “How To” And “What It'S Like” Aspects Not Covered In Textbooks Or Research Papers. A “Technical Index” Indicates The Mathematical Level For Each Chapter.This Second Edition Includes Some New, Expanded, And Wide-Ranging Considerations For Risk Management: Climate Change And Its Long-Term Systemic Financial Risk; Markets In Crisis — New Crisis Prediction Technique And The Reggeon Field Theory; New “Smart Monte Carlo” And American Monte Carlo; Trend Risk — Time Scales And Risk, The Macro–Micro Model, And Singular Spectrum Analysis; Credit Risk: Counterparty Risk, Wrong Way Risk, Issuer Risk, And Regulations; Stressed Correlations — New “Nearest Neighbor” Techniques; And Psychology And Option Models.Solid Risk Management Topics From The First Edition And Valid Today Are Included: Standard/Advanced Theory And Practice In Fixed Income, Equities, And Fx; Quantitative Finance And Risk Management — Traditional/Exotic Derivatives, Fat Tails, Stressed Var, Model Risk, Numerical Techniques, Deals/Portfolios, Systems, Data, Economic Capital, And Function Toolkit; Risk Lab — The Nuts And Bolts Of Risk Management From The Desk To The Enterprise; Case Studies Of Deals; Feynman Path Integrals, Green Functions, And Options; And “Life As A Quant” — Communication Issues, Sociology, Stories, And Advice.
Описание: This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. It includes CD-ROM with samples of different software used in the various models. It contains contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. It fills the gap for a book on applied quantitative investment and trading models, and provides details of how to combine various models to manage and trade a portfolio.
Описание: Quantitative research in finance has spurred innovation in derivatives markets especially when it comes to volatility modeling and credit risk. This book deals with advances in volatility modeling in the context of equity and index derivatives, and covers advances in pricing models for CDOs and portfolio credit derivatives.
Автор: Wise Mark B., Bhansali Vineer Название: Fixed Income Finance: A Quantitative Approach ISBN: 0071621202 ISBN-13(EAN): 9780071621205 Издательство: McGraw-Hill Рейтинг: Цена: 6478 р. Наличие на складе: Есть у поставщика Поставка под заказ.
A complete guide for professionals with advanced mathematical skills but little or no financial knowledge . . .
You're smart. Logical. Mathematically adept. One of those people who can make quick work of long, difficult equations. But when it comes to managing a financial portfolio and managing risk, you wonder if you're missing out.
"Fixed Income Finance" is the book for you. It's the perfect introduction to the concepts, formulas, applications, and methodology, all derived from first principles, that you need to succeed in the world of quantitative finance--with a special emphasis on fixed incomes. Written by two of the sharpest analytical minds in their fields, this instructive guide takes you through the basics of fixed income finance, including many new and original results, to help you understand: Treasury Bonds and the Yield Curve The Macroeconomics behind Term Structure Models Structural Models for Corporate Bonds and Portfolio Diversification Options Fixed Income Derivatives Numerical Techniques
Filled with step-by-step equations, clear and concise concepts, and ready-to-use formulas, this essential workbook bridges the gap between basic beginners' primers and more advanced surveys to provide hands-on tools you can begin to use immediately. It's all you need to put your math skills to work-- and make the money work for you.
Brilliantly researched, impeccably detailed, and thoroughly comprehensive, "Fixed Income Finance" is applied mathematics at its best and most useful.
Описание: November 11th 2003 saw a landmark event take place in London. As the first conference designed for quants by quants the Quantitative Finance Review 2003, moved away from the anonymous bazaars that have become the norm, and instead delivered valuable information to market practitioners with the greatest interest. The roster of speakers was phenomenal, ranging from founding fathers to bright young things, discussing the latest developments, with a specific emphasis on the burgeoning field of credit derivatives. You really had to be there. Until now, at least. The Best of Wilmott 1: Including the latest research from Quantitative Finance Review 2003 contains these first-class articles, originally presented at the QFR 2003, along with a collection of selected technical papers from Wilmott magazine. In publishing this book we hope to share some of the great insights that, until now, only delegates at QFR 2003 were privy to, and give you some idea why Wilmott magazine is the most talked about periodical in the market. Including articles from luminaries such as Ed Thorp, Jean-Philippe Bouchaud, Philipp Schoenbucher, Pat Hagan, Ephraim Clark, Marc Potters, Peter Jaeckel and Paul Wilmott, this collection is a must for anyone working in the field of quantitative finance. The articles cover a wide range of topics: Psychology in Financial Markets Measuring Country Risk as Implied Volatility The Equity-to-Credit Problem Introducing Variety in Risk Management The Art and Science of Curve Building Next Generation Models for Convertible Bonds with Credit Risk Stochastic Volatility and Mean-variance Analysis Cliquet Options and Volatility Models And as they say at the end of (most) Bond movies The Best of Wilmott...will return on an annual basis.
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