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Financial Mathematics, Campolieti

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Цена: 8045р.
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 557 шт.  Склад Америка: 118 шт.  
При оформлении заказа до: 24 июл 2020
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Автор: Campolieti
Название:  Financial Mathematics   (Камполети: Финансовая математика)
Издательство: Taylor&Francis
Вероятность и статистика
Прикладная математика

ISBN: 1439892423
ISBN-13(EAN): 9781439892428
ISBN: 1-439-89242-3
ISBN-13(EAN): 978-1-439-89242-8
Обложка/Формат: Hardback
Страницы: 829
Вес: 1.672 кг.
Дата издания: 15.04.2014
Серия: Chapman and hall/crc financial mathematics series
Язык: ENG
Иллюстрации: 8/5/15- all new text file sent to printer; 3 tables, black and white; 91 illustrations, black and white
Размер: 178 x 261 x 46
Читательская аудитория: General (us: trade)
Ключевые слова: Applied mathematics, BUSINESS & ECONOMICS / Finance,MATHEMATICS / General,MATHEMATICS / Probability & Statistics / General
Подзаголовок: A comprehensive treatment
Ссылка на Издательство: Link
Поставляется из: Англии
Описание: Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors’ teaching experiences, the book encompasses a breadth of topics, from introductory to more advanced ones. Accessible to undergraduate students in mathematics, finance, actuarial science, economics, and related quantitative areas, much of the text covers essential material for core curriculum courses on financial mathematics. Some of the more advanced topics, such as formal derivative pricing theory, stochastic calculus, Monte Carlo simulation, and numerical methods, can be used in courses at the graduate level. Researchers and practitioners in quantitative finance will also benefit from the combination of analytical and numerical methods for solving various derivative pricing problems. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. The book provides complete coverage of both discrete- and continuous-time financial models that form the cornerstones of financial derivative pricing theory. It also presents a self-contained introduction to stochastic calculus and martingale theory, which are key fundamental elements in quantitative finance.
Дополнительное описание:

Financial Markets and Corporate Strategy  2 ed.

Автор: David Hillier,Mark Grinblatt
Название: Financial Markets and Corporate Strategy 2 ed.
ISBN: 0077129423 ISBN-13(EAN): 9780077129422
Издательство: McGraw-Hill
Цена: 7105 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Financial Markets and Corporate Strategy

Risk management and financial institutions, 4th ed

Автор: John C. Hull
Название: Risk management and financial institutions, 4th ed
ISBN: 1118955943 ISBN-13(EAN): 9781118955949
Издательство: Wiley
Цена: 10450 р.
Наличие на складе: Невозможна поставка.

Описание: All Finance Professionals Need to Understand Risk Companies must take risks to survive and prosper, but deciding which risks are acceptable, which are not, and what action to take is the tricky part. To be successful, all finance professionals need a solid understanding of risk. Risk Management and Financial Institutions, written by one of the most respected authorities on financial risk management, is thorough, textbook–level instruction for all finance professionals, on all aspects of financial risk. Fully revised and updated, this top–selling book clarifies such complex topics as the diff erent types of financial institutions and how they are regulated, valuation and scenario analysis, credit risk, margin and collateral, volatility, and much more. You?ll find new coverage of timely subjects, such as central clearing, scenario analysis, enterprise risk management, and the latest regulatory issues and gain access to a supplementary website with additional software and helpful learning aids.try." JOURNAL OF MOLECULAR GRAPHICS AND MODELLING "One cannot generally do better than to try to find an appropriate article in the highly successful Reviews in Computational Chemistry. The basic philosophy of the editors seems to be to help the authors produce chapters that are complete, accurate, clear, and accessible to experimentalists (in particular) and other nonspecialists (in general)." JOURNAL OF THE AMERICAN CHEMICAL SOCIETY  find indispensable.ny ways to invest in residential income property Considerations for foreclosures, REOs, and probate sales What you need to know about property inspections and closings Advice on setting rental policies and finding trustworthy tenants The lowdown on recordkeeping, accounting, and taxes Ways to increase a property?s return Ten insider?s steps to real estate investing success , over 255 papers; and given more than 160 conference presentations.aluation.Olofsson is the author of Probability, Statistics, and Stochastic Processes, Second Edition, also published by Wiley.  ned to be used every day in the fast–paced veterinary setting Includes dosages for a wide range of species, including dogs, cats, exotic animals, and farm animals Provides a must–have reference for veterinarians and veterinary students se pathways can be individually assessed and compared to one another. The book describes both the strengths and limitations of the current molecular and atomistic modelling toolkit so that the professional interested in using these techniques can determine whether or not a given tool is appropriate for simulating the corrosion phenomenon at hand. The book also can serve as a reference for researchers seeking to build new research programs that will extend the current molecular modelling toolkit into exciting new directions. Molecular Modeling of Corrosion Processes features: Recent examples of applications of molecular modeling to corrosion phenomena throughout the text An introduction to mechanisms and models in corrosion science and engineering Methods such as kinetic Monte Carlo simulation, thermodynamic analysis, simulation of adsorption phenomena, statistical mechanics, and conventional transition state theory Presents current challenges and likely developments in this field for the future Various recent examples of applications of molecular modeling to corrosion phenomena are provided throughout the text. Some of these applications include the molecular dynamics of interfaces, dissolution mechanisms and dealloying, interrogating surface chemistry, properties of passive films, localized corrosion, the metal/metal oxide interface, hydrogen embrittlement, stress corrosion cracking, the modeling of corrosion inhibitors, and computational materials discovery. Christopher Taylor Ph.D. is a Senior Researcher in the Research and Innovation Group at DNV GL, and an Associate Research Professor in the Fontana Corrosion Center of The Ohio Stat

Financial modelling with jump processes

Автор: Cont, Tankov
Название: Financial modelling with jump processes
ISBN: 1584884134 ISBN-13(EAN): 9781584884132
Издательство: Taylor&Francis
Цена: 9404 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.

Mathematics of Financial Obligations

Автор: Mel`nikov, A.V.;Volkov, S.N.;Nechaev, M.L.
Название: Mathematics of Financial Obligations
ISBN: 0821829459 ISBN-13(EAN): 9780821829455
Издательство: Oxford Academ
Цена: 10195 р.
Наличие на складе: Поставка под заказ.

Описание: Contemporary finance and actuarial calculations have become so mathematically complex that a rigorous exposition is required for an accurate and complete presentation. This volume provides a comprehensive and up-to-date methodology for financial pricing and modelling.

Mathematics and Statistics for Financial Risk Management

Автор: Miller Michael B
Название: Mathematics and Statistics for Financial Risk Management
ISBN: 1118750292 ISBN-13(EAN): 9781118750292
Издательство: Wiley
Цена: 8360 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics.

Microstructure of financial markets

Автор: Jong, Frank De Rindi, Barbara
Название: Microstructure of financial markets
ISBN: 0521687276 ISBN-13(EAN): 9780521687270
Издательство: Cambridge Academ
Цена: 3121 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book's companion website provide opportunities to revise and apply models developed in the text.

An Introduction to the Mathematics of Financial Derivatives,

Автор: Ali Hirsa
Название: An Introduction to the Mathematics of Financial Derivatives,
ISBN: 012384682X ISBN-13(EAN): 9780123846822
Издательство: Elsevier Science
Цена: 6644 р. 7382.00 -10%
Наличие на складе: Поставка под заказ.

Описание: An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems.

Introduction To The Mathematics Of Financial Derivatives

Автор: Neftci
Название: Introduction To The Mathematics Of Financial Derivatives
ISBN: 0125153929 ISBN-13(EAN): 9780125153928
Издательство: Elsevier Science
Цена: 6821 р.
Наличие на складе: Невозможна поставка.

Описание: A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background.

Mathematics of the Financial Markets

Автор: Ruttiens Alain
Название: Mathematics of the Financial Markets
ISBN: 1118513452 ISBN-13(EAN): 9781118513453
Издательство: Wiley
Цена: 6270 р.
Наличие на складе: Поставка под заказ.


The book aims to prioritise what needs mastering and presentsthe content in the most understandable, concise and pedagogical wayillustrated by real market examples. Given the variety and thecomplexity of the materials the book covers, the author sortsthrough a vast array of topics in a subjective way, relying uponmore than twenty years of experience as a market practitioner. Thebook only requires the reader to be knowledgeable in the basics ofalgebra and statistics.

The Mathematical formulae are only fully proven when the proofbrings some useful insight. These formulae are translated fromalgebra into plain English to aid understanding as the vastmajority of practitioners involved in the financial markets are notrequired to compute or calculate prices or sensitivities themselvesas they have access to data providers. Thus, the intention of thisbook is for the practitioner to gain a deeper understanding ofthese calculations, both for a safety reason - it is betterto understand what is behind the data we manipulate - andsecondly being able to appreciate the magnitude of the prices weare confronted with and being able to draft a rough calculation, aside of the market data.

The author has avoided excessive formalism where possible.Formalism is securing the outputs of research, but may, in othercircumstances, burden the understanding by non-mathematicians; anexample of this case is in the chapter dedicated to the basis ofstochastic calculus.

The book is divided into two parts:

  • First, the deterministic world, starting from the yield curvebuilding and related calculations (spot rates, forward rates, discrete versus continuous compounding, etc.), and continuing withspot instruments valuation (short term rates, bonds, currencies andstocks) and forward instruments valuation (forward forex, FRAs andvariants, swaps & futures);
  • Second, the probabilistic world, starting with the basis ofstochastic calculus and the alternative approach of ARMA to GARCH, and continuing with derivative pricing: options, second generationoptions, volatility, credit derivatives;
  • This second part is completed by a chapter dedicated to marketperformance & risk measures, and a chapter widening the scopeof quantitative models beyond the Gaussian hypothesis andevidencing the potential troubles linked to derivative pricingmodels.
The Mathematics of Financial Modeling and Investment Management

Автор: Sergio M. Focardi
Название: The Mathematics of Financial Modeling and Investment Management
ISBN: 0471465992 ISBN-13(EAN): 9780471465997
Издательство: Wiley
Цена: 11495 р.
Наличие на складе: Поставка под заказ.

Описание: The principles and practices of financial markets Using many real-world examples, this book explains the key mathematical techniques used in today's financial world. Sergio M. Focardi (Paris, France) is a founding partner of The Intertek Group financial consultancy and a cofounder of CINEF (Center for Interdisciplinary Research in Economics and Finance) at the University of Genoa, Italy.

Financial Mathematics

Автор: Pascucci
Название: Financial Mathematics
ISBN: 8847025370 ISBN-13(EAN): 9788847025370
Издательство: Springer
Цена: 5142 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: With the Bologna Accords a bachelor-master-doctor curriculum has been introduced in various countries with the intention that students may enter the job market already at the bachelor level. Since financial Institutions provide non negligible job opportunities also for mathematicians, and scientists in general, it appeared to be appropriate to have a financial mathematics course already at the bachelor level in mathematics. Most mathematical techniques in use in financial mathematics are related to continuous time models and require thus notions from stochastic analysis that bachelor students do in general not possess. Basic notions and methodologies in use in financial mathematics can however be transmitted to students also without the technicalities from stochastic analysis by using discrete time (multi-period) models for which general notions from Probability suffice and these are generally familiar to students not only from science courses, but also from economics with quantitative curricula. There do not exists many textbooks for multi-period models and the present volume is intended to fill in this gap. It deals with the basic topics in financial mathematics and, for each topic, there is a theoretical section and a problem section. The latter includes a great variety of possible problems with complete solution.

Mathematics of Financial Models + Website

Автор: Ravindran Kannoo
Название: Mathematics of Financial Models + Website
ISBN: 1118004612 ISBN-13(EAN): 9781118004616
Издательство: Wiley
Цена: 7838 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Praise for The Mathematics of Financial Models Dr. Kannoo Ravindran does a great job in using applied quantitative methods to solve financial problems encountered in practice while discussing the practical nuances associated with the problem. The book explains the concept intuitively so it is very easy for readers to get it. This book is a must–read for anyone new to mathematical modeling in finance and serves as a great complement to any good book on finance and derivatives. Dr. Pin Chung, FRM, ASA, MAAA, Chief Financial Officer and Chief Investment Officer, R+V International Business Services Limited, Dublin, Ireland This is a unique work that provides easy–to–follow practical solutions in addition to the underlying theory for solving problems using quantitative methods. A must read for the new practitioner and a great refresher for the experienced practitioner. Kirk Evans, FSA, MAAA, CFA, FRM, Vice President, Product Development Pricing and Risk Management, Sammons Retirement Solutions The actuary or financial quant entering variable annuity risk management faces a bewildering array of new terminology, concepts, and practices. Dr. Ravindrans book provides a comprehensive but compact introduction for new practitionersincluding clear spreadsheet models for building intuition and practical bench marking. Daniel D. Heyer, FCAS, CQF, Vice President, Quantitative Risk Management, Nationwide Financial This book and the accompanying Excel worksheets are a valuable resource for quants and would–be quants. John Hull, Maple Financial Chair in Derivatives and Risk Management, Joseph L. Rotman School of Management, University of Toronto Dr. Kannoo Ravindrans book is a welcomed addition to a students or practitioners library alike, given the range of topics it covers, the accompanying spreadsheet examples, and all the solid references that can be found at the end of each chapter. The author has done a great job of covering the diverse subject matter, like the chapter on financial guarantees embedded in life insurance products, and the one on hedge strategy effectiveness, and leaving readers with a set of building blocks to help them tackle real risk management problems they would face in the field. Peter M. Phillips, Managing Director, Aon Benfield Securities, Inc. Dr. Ravindran has written a valuable book that bridges the all–too–wide gap between theory and practice in mathematical finance. It is useful and should be required reading for students in quantitative finance programs, and yet is immediately accessible to many who work in the field, from front–office users to risk managers, modelers, programmers, and operations staff. Paul Staneski, Ph.D., Principal, Derivatives Solutions, LLC

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