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.
Описание: *Provides an introduction to the basics of financial statistics and mathematical finance.
Автор: Sanders J. A., Verhulst F., Murdock J. Название: Averaging Methods in Nonlinear Dynamical Systems ISBN: 0387489169 ISBN-13(EAN): 9780387489162 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Perturbation theory and in particular normal form theory has shown strong growth during the last decades. So it is not surprising that the authors have presented an extensive revision of the first edition of the Averaging Methods in Nonlinear Dynamical Systems book. There are many changes, corrections and updates in chapters on Basic Material and Asymptotics, Averaging, and Attraction. Chapters on Periodic Averaging and Hyperbolicity, Classical (first level) Normal Form Theory, Nilpotent (classical) Normal Form, and Higher Level Normal Form Theory are entirely new and represent new insights in averaging, in particular its relation with dynamical systems and the theory of normal forms. Also new are surveys on invariant manifolds in Appendix C and averaging for PDEs in Appendix E. Since the first edition, the book has expanded in length and the third author, James Murdock has been added.Review of First Edition"One of the most striking features of the book is the nice collection of examples, which range from the very simple to some that are elaborate, realistic, and of considerable practical importance. Most of them are presented in careful detail and are illustrated with profuse, illuminating diagrams." - Mathematical Reviews
Автор: Wilmott Название: Paul Wilmott Introduces Quantitative Finance 2e +CD ISBN: 0470319585 ISBN-13(EAN): 9780470319581 Издательство: Wiley Рейтинг: Цена: 8712.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students.
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.
Автор: Epps, T.wake Название: Quantitative finance ISBN: 0470431997 ISBN-13(EAN): 9780470431993 Издательство: Wiley Рейтинг: 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.
Автор: Blyth, Stephen Название: An Introduction to Quantitative Finance ISBN: 019966658X ISBN-13(EAN): 9780199666584 Издательство: Oxford Academ Рейтинг: Цена: 10138.00 р. Наличие на складе: Поставка под заказ.
Описание: The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.
Автор: Wilmott, Paul P. Название: Frequently asked questions in quantitative finance ISBN: 0470748753 ISBN-13(EAN): 9780470748756 Издательство: Wiley Рейтинг: Цена: 5544.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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