Frequently asked questions in quantitative finance, Wilmott, Paul P.
Автор: Wilmott, Paul Название: Frequently asked questions in quantitative finance ISBN: 0470058269 ISBN-13(EAN): 9780470058268 Издательство: Wiley Цена: 3563 р. Наличие на складе: Нет в наличии. Описание: Quantitative finance is a rewarding real-world application of mathematics. This title looks at some of the most important aspects of financial engineering, and considers them from both theoretical and practical points of view.
Описание: Quantitative finance is a rewarding real-world application of mathematics. This title looks at some of the most important aspects of financial engineering, and considers them from both theoretical and practical points of view.
Описание: This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource on quantitative finance to date. Showcasing contributions from an international array of experts, this book is unparalleled in the breadth and depth of its coverage.
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.
Описание: In Frequently Asked Questions in Islamic Finance, industryexpert Brian Kettell answers some of the most frequently askedquestions from his many years experience in working and teaching inIslamic finance and banking.
Описание: The definitive question and answer guide to understanding corporate finance From the team behind the popular corporate finance website, Vernimmen. com comes a concise guide to the subject, presented in an easy-to-use, highly accessible "question and answer" format.
Автор: Epps, T.wake Название: Quantitative finance ISBN: 0470431997 ISBN-13(EAN): 9780470431993 Издательство: Wiley Рейтинг: Цена: 16104 р. Наличие на складе: Нет в наличии.
Описание: Presents a course in quantitative finance, including exercises and worked solutions. This title emphasizes instruction and technique in covering the essential topics for a quantitative finance survey course, including portfolio theory, decision theory, pricing of primary assets, pricing of derivatives and the empirical behavior of prices.
Автор: Wise Mark B., Bhansali Vineer Название: Fixed Income Finance: A Quantitative Approach ISBN: 0071621202 ISBN-13(EAN): 9780071621205 Издательство: McGraw-Hill Рейтинг: Цена: 11153 р. Наличие на складе: 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.
Автор: Cont Название: Encyclopedia of Quantitative Finance ISBN: 0470057564 ISBN-13(EAN): 9780470057568 Издательство: Wiley Рейтинг: Цена: 92268 р. Наличие на складе: Нет в наличии.
Описание: Offers a comprehensive coverage of essential topics related to the quantitative modelling of financial markets. This title focuses on the multidisciplinary nature of its subject. It is suitable for students and researchers in finance, quantitative analysts and developers, risk managers, portfolio managers, and regulators.
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.
Описание: This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing develops the fundamental tools of financial engineering, such as scenario generation, simulation for European instruments, simulation for American instruments, and finite differences in an intuitive and practical manner, with an abundance of practical examples and case studies. Intended primarily as an introductory graduate textbook in computational finance, this book will also serve as a reference for practitioners seeking basic information on alternative pricing methodologies. Domingo Tavella is President of Octanti Associates, a consulting firm in risk management and financial systems design. He is the founder and chief editor of the Journal of Computational Finance and has pioneered the application of advanced numerical techniques in pricing and risk analysis in the financial and insurance industries. Tavella coauthored Pricing Financial Instruments: The Finite Difference Method. He holds a PhD in aeronautical engineering from Stanford University and an MBA in finance from the University of California at Berkeley.
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.
Описание: The world of banking is changing dramatically as a result of regulation, technology and society. This book provides a look at the world of banking and chronicles the radical changes that have occurred in the industry. Within the complex processes of planning and conducting, analysing and reporting clinical trials in the pharmaceutical industry, the interaction between the statistician and non-statistician is not always a successful one. Provides an introduction to the classical side of quantitative finance for university students. This book includes chapters which give the student an understanding of futures, options and numerical methods. It includes a software to help visualize various ideas and to show how techniques are implemented in practice.
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