Introductory Course on Financial Mathematics, Tretyakov M V
Автор: Brooks Название: Introductory Econometrics for Finance ISBN: 1107661455 ISBN-13(EAN): 9781107661455 Издательство: Cambridge Academ Рейтинг: Цена: 7918.00 р. Наличие на складе: 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: David Hillier,Mark Grinblatt Название: Financial Markets and Corporate Strategy 2 ed. ISBN: 0077129423 ISBN-13(EAN): 9780077129422 Издательство: McGraw-Hill Рейтинг: Цена: 10637.00 р. Наличие на складе: Поставка под заказ.
Описание: Financial Markets and Corporate Strategy
Автор: Campolieti Название: Financial Mathematics ISBN: 1439892423 ISBN-13(EAN): 9781439892428 Издательство: Taylor&Francis Рейтинг: Цена: 16843.00 р. Наличие на складе: Поставка под заказ.
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.
Автор: Jong, Frank De Rindi, Barbara Название: Microstructure of financial markets ISBN: 0521687276 ISBN-13(EAN): 9780521687270 Издательство: Cambridge Academ Рейтинг: Цена: 6019.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.
Автор: Cont, Tankov Название: Financial modelling with jump processes ISBN: 1584884134 ISBN-13(EAN): 9781584884132 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 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.
Автор: Ali Hirsa Название: An Introduction to the Mathematics of Financial Derivatives, ISBN: 012384682X ISBN-13(EAN): 9780123846822 Издательство: Elsevier Science Рейтинг: Цена: 13304.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. It encourages use of discrete chapters as complementary readings on different topics.
Описание: A unique primer on quantitative methods as applied to Islamic finance Introductory Mathematics and Statistics for Islamic Finance + Website is a comprehensive guide to quantitative methods, specifically as applied within the realm of Islamic finance.
This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics.
We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way.
The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study.
The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).
Автор: Mackevicius, Vigirdas Название: Stochastic Models of Financial Mathematics ISBN: 1785481983 ISBN-13(EAN): 9781785481987 Издательство: Elsevier Science Рейтинг: Цена: 15159.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black–Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox?Ingersoll?Ross, and Heath–Jarrow–Morton interest rate models are also explored.The author presents practitioners with a basic introduction, with more rigorous information provided for mathematicians. The reader is assumed to be familiar with the basics of probability theory. Some basic knowledge of stochastic integration and differential equations theory is preferable, although all preliminary information is given in the first part of the book. Some relatively simple theoretical exercises are also provided.
Автор: Miller Michael B Название: Mathematics and Statistics for Financial Risk Management ISBN: 1118750292 ISBN-13(EAN): 9781118750292 Издательство: Wiley Рейтинг: Цена: 13306.00 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.
Автор: Ravindran Kannoo Название: Mathematics of Financial Models + Website ISBN: 1118004612 ISBN-13(EAN): 9781118004616 Издательство: Wiley Рейтинг: Цена: 11880.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Learn how quantitative models can help fight client problems head-on Before financial problems can be solved, they need to be fully understood.
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