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Frequently asked questions in quantitative finance, Wilmott, Paul P.


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Цена: 5544.00р.
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Автор: Wilmott, Paul P.
Название:  Frequently asked questions in quantitative finance
ISBN: 9780470748756
Издательство: Wiley
Классификация:
ISBN-10: 0470748753
Обложка/Формат: Paperback
Страницы: 624
Вес: 0.80 кг.
Дата издания: 25.09.2009
Серия: Finance & accounting
Язык: English
Издание: 2 revised edition
Иллюстрации: Illustrations
Размер: 177 x 133 x 40
Читательская аудитория: Social Science
Ключевые слова: Finance & accounting
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание: Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops the new products and the new models which we have to understand. And it is rewarding because anyone can make a fundamental breakthrough.


Quantitative finance

Автор: Epps, T.wake
Название: Quantitative finance
ISBN: 0470431997 ISBN-13(EAN): 9780470431993
Издательство: Wiley
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Цена: 21218.00 р.
Наличие на складе: Поставка под заказ.

Описание: This book presents a course in quantitative finance, including exercises and worked solutions. It emphasizes instruction and technique in covering the essential topics for a quantitative finance survey course: portfolio theory, decision theory, pricing of primary assets, pricing of derivatives, and the empirical behavior of prices.

Nonlinear Pricing Methods in Quantitative Finance

Автор: Guyon
Название: Nonlinear Pricing Methods in Quantitative Finance
ISBN: 1466570334 ISBN-13(EAN): 9781466570337
Издательство: Taylor&Francis
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Цена: 27562.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

New Tools to Solve Your Option Pricing Problems

For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research--including Risk magazine's 2013 Quant of the Year--Nonlinear Option Pricing compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods.

Real-World Solutions for Quantitative Analysts

The book helps quants develop both their analytical and numerical expertise. It focuses on general mathematical tools rather than specific financial questions so that readers can easily use the tools to solve their own nonlinear problems. The authors build intuition through numerous real-world examples of numerical implementation. Although the focus is on ideas and numerical examples, the authors introduce relevant mathematical notions and important results and proofs. The book also covers several original approaches, including regression methods and dual methods for pricing chooser options, Monte Carlo approaches for pricing in the uncertain volatility model and the uncertain lapse and mortality model, the Markovian projection method and the particle method for calibrating local stochastic volatility models to market prices of vanilla options with/without stochastic interest rates, the a + bλ technique for building local correlation models that calibrate to market prices of vanilla options on a basket, and a new stochastic representation of nonlinear PDE solutions based on marked branching diffusions.

Paul Wilmott Introduces Quantitative Finance

Автор: Paul Wilmott
Название: Paul Wilmott Introduces Quantitative Finance
ISBN: 0471498629 ISBN-13(EAN): 9780471498629
Издательство: Wiley
Цена: 5542.00 р.
Наличие на складе: Поставка под заказ.

Описание: In this student edition the author gives a comprehensive introduction to theory and practice of financial engineering in a manner designed to be accessible to students and those who are new to the financial markets. It is presented in a unique and accessible style with illustrations, graphs and side-bars with explanations working through the maths. The author's style from his previous book of providing the reader with answers to the problems has been maintained throughout this expanded work.

Paul Wilmott Introduces Quantitative Finance 2e +CD

Автор: Wilmott
Название: Paul Wilmott Introduces Quantitative Finance 2e +CD
ISBN: 0470319585 ISBN-13(EAN): 9780470319581
Издательство: Wiley
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Цена: 8712.00 р.
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Описание: Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students.

Market Risk Analysis : Quantitative Methods in Finance, Volume 1

Автор: Alexander
Название: Market Risk Analysis : Quantitative Methods in Finance, Volume 1
ISBN: 0470998008 ISBN-13(EAN): 9780470998007
Издательство: Wiley
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Цена: 7445.00 р.
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Описание: Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set.

Implementing Models in Quantitative Finance: Methods and Cases

Автор: Fusai
Название: Implementing Models in Quantitative Finance: Methods and Cases
ISBN: 3540223487 ISBN-13(EAN): 9783540223481
Издательство: Springer
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Цена: 18167.00 р.
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Описание: This book puts numerical methods in action for the purpose of solving practical problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, Laplace transforms and quadrature methods. Part two proposes eighteen self-contained cases covering model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and calibration. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives. Each case introduces a problem, develops a detailed solution and illustrates empirical results. Proposed algorithms are implemented using either Matlab or Visual Basic. The book originates from class notes and case-studies developed within courses on Numerical Methods for Finance and Exotic Derivatives held by the authors at Bocconi University since the year 2000.


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