Автор: Watsham, Terry J. Parramore, Keith Название: Quantitative methods in finance ISBN: 186152367X ISBN-13(EAN): 9781861523679 Издательство: Cengage Learning Рейтинг: Цена: 13304.00 р. Наличие на складе: Нет в наличии.
Описание: This text explains the mathematical and statistical applications relevant to modern financial instruments and risk management techniques. It progresses at a comfortable pace for those with less mathematical expertise yet reaches a high level of analysis for the more experienced.
Автор: Blyth Stephen Название: An Introduction to Quantitative Finance ISBN: 0199666598 ISBN-13(EAN): 9780199666591 Издательство: Oxford Academ Рейтинг: Цена: 6810.00 р. Наличие на складе: Есть у поставщика 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: Hilber Norbert Название: Computational Methods for Quantitative Finance ISBN: 3642354009 ISBN-13(EAN): 9783642354007 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Levy, additive and classes of Feller processes.
Автор: Guyon Название: Nonlinear Pricing Methods in Quantitative Finance ISBN: 1466570334 ISBN-13(EAN): 9781466570337 Издательство: Taylor&Francis Рейтинг: 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.
Автор: Oakshott Les Название: Quantitative Methods ISBN: 1137340851 ISBN-13(EAN): 9781137340856 Издательство: Springer Рейтинг: Цена: 3632.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offering a student-friendly introduction to quantitative methods, this text covers all of the need to know basics in a clear and engaging manner. Quantitative Methods is an ideal text for students of all levels coming to the subject for first time.
Автор: Kolluri Bharat Название: Introduction to Quantitative Methods in Business: With Appli ISBN: 1119220971 ISBN-13(EAN): 9781119220978 Издательство: Wiley Рейтинг: Цена: 16782.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
A well-balanced and accessible introduction to the elementary quantitative methods and Microsoft(R) Office Excel(R) applications used to guide business decision making
Featuring quantitative techniques essential for modeling modern business situations, Introduction to Quantitative Methods in Business: With Applications Using Microsoft(R) Office Excel(R) provides guidance to assessing real-world data sets using Excel. The book presents a balanced approach to the mathematical tools and techniques with applications used in the areas of business, finance, economics, marketing, and operations.
The authors begin by establishing a solid foundation of basic mathematics and statistics before moving on to more advanced concepts. The first part of the book starts by developing basic quantitative techniques such as arithmetic operations, functions and graphs, and elementary differentiations (rates of change), and integration. After a review of these techniques, the second part details both linear and nonlinear models of business activity. Extensively classroom-tested, Introduction to Quantitative Methods in Business: With Applications Using Microsoft(R) Office Excel(R) also includes:
Numerous examples and practice problems that emphasize real-world business quantitative techniques and applications
Excel-based computer software routines that explore calculations for an assortment of tasks, including graphing, formula usage, solving equations, and data analysis
End-of-chapter sections detailing the Excel applications and techniques used to address data and solutions using large data sets
A companion website that includes chapter summaries, Excel data sets, sample exams and quizzes, lecture slides, and an Instructors' Solutions Manual
Introduction to Quantitative Methods in Business: With Applications Using Microsoft(R) Office Excel(R) is an excellent textbook for undergraduate-level courses on quantitative methods in business, economics, finance, marketing, operations, and statistics. The book is also an ideal reference for readers with little or no quantitative background who require a better understanding of basic mathematical and statistical concepts used in economics and business.
Bharat Kolluri, Ph.D., is Professor of Economics in the Department of Economics, Finance, and Insurance at the University of Hartford. A member of the American Economics Association, his research interests include econometrics, business statistics, quantitative decision making, applied macroeconomics, applied microeconomics, and corporate finance.
Michael J. Panik, Ph.D., is Professor Emeritus in the Department of Economics, Finance, and Insurance at the University of Hartford. He has served as a consultant to the Connecticut Department of Motor Vehicles as well as to a variety of health care organizations. In addition, Dr. Panik is the author of numerous books, including Growth Curve Modeling: Theory and Applications and Statistical Inference: A Short Course, both published by Wiley.
Rao N. Singamsetti, Ph.D., is Associate Professor in the Department of Economics, Finance, and Insurance at the University of Hartford. A member of the American Economics Association, his research interests include the status of war on poverty in the United States since the 1960s and forecasting foreign exchange rates using econometric methods.
Автор: Arthur, Jr. Название: Conducting Meta-Analysis Using SAS ISBN: 0805838090 ISBN-13(EAN): 9780805838091 Издательство: Taylor&Francis Рейтинг: Цена: 6123.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Designed to teach the reader about meta-analysis and show them how to conduct one using SAS. Its focus is more applied and practical than theoretical and will include additional programming codes and examples. Web site to house program code and sample ou
Автор: Cox Jr. Название: Quantitative Health Risk Analysis Methods ISBN: 1441938508 ISBN-13(EAN): 9781441938503 Издательство: Springer Рейтинг: Цена: 24456.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book grew out of an effort to salvage a potentially useful idea for greatly simplifying traditional quantitative risk assessments of the human health consequences of using antibiotics in food animals. In 2001, the United States FDA's Center for Veterinary Medicine (CVM) (FDA-CVM, 2001) published a risk assessment model for potential adverse human health consequences of using a certain class of antibiotics, fluoroquinolones, to treat flocks of chickens with fatal respiratory disease caused by infectious bacteria. CVM's concern was that fluoroquinolones are also used in human medicine, raising the possibility that fluoroquinolone-resistant strains of bacteria selected by use of fluoroquinolones in chickens might infect humans and then prove resistant to treatment with human medicines in the same class of antibiotics, such as ciprofloxacin. As a foundation for its risk assessment model, CVM proposed a dramatically simple approach that skipped many of the steps in traditional risk assessment. The basic idea was to assume that human health risks were directly proportional to some suitably defined exposure metric. In symbols: Risk = K Exposure, where "Exposure" would be defined in terms of a metric such as total production of chicken contaminated with fluoroquinolone-resistant bacteria that might cause human illnesses, and "Risk" would describe the expected number of cases per year of human illness due to fluoroquinolone-resistant bacterial infections caused by chicken and treated with fluoroquinolones.
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