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Introduction To Quantitative Finance, An: A Three-Principle Approach, Ting Christopher Hian Ann


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Автор: Ting Christopher Hian Ann
Название:  Introduction To Quantitative Finance, An: A Three-Principle Approach
ISBN: 9789814704304
Издательство: World Scientific Publishing
Классификация:
ISBN-10: 981470430X
Обложка/Формат: Hardback
Страницы: 272
Вес: 0.54 кг.
Дата издания: 04.11.2015
Серия: Economics/Business/Finance
Язык: English
Размер: 234 x 155 x 20
Читательская аудитория: College/higher education
Ключевые слова: Finance
Поставляется из: Англии
Описание: This Concise Textbook Provides A Unique Framework To Introduce Quantitative Finance To Advanced Undergraduate And Beginning Postgraduate Students. Inspired By NewtonS Three Laws Of Motion, Three Principles Of Quantitative Finance Are Proposed To Help Practitioners Also To Understand The Pricing Of Plain Vanilla Derivatives And Fixed Income Securities.The Book Provides A Refreshing Perspective On BoxS Thesis That All Models Are Wrong, But Some Are Useful. Being Practice- And Market-Oriented, The Author Focuses On Financial Derivatives That Matter Most To Practitioners.The Three Principles Of Quantitative Finance Serve As Buoys For Navigating The Treacherous Waters Of Hypotheses, Models, And Gaps Between Theory And Practice. The Author Shows That A Risk-Based Parsimonious Model For Modeling The Shape Of The Yield Curve, The Arbitrage-Free Properties Of Options, The Black-Scholes And Binomial Pricing Models, Even The Capital Asset Pricing Model And The Modigliani-Miller Propositions Can Be Obtained Systematically By Applying The Normative Principles Of Quantitative Finance.


An Introduction to Quantitative Finance

Автор: Blyth Stephen
Название: An Introduction to Quantitative Finance
ISBN: 0199666598 ISBN-13(EAN): 9780199666591
Издательство: Oxford Academ
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Цена: 6810.00 р.
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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.

A Benchmark Approach to Quantitative Finance

Название: A Benchmark Approach to Quantitative Finance
ISBN: 3642065651 ISBN-13(EAN): 9783642065651
Издательство: Springer
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Цена: 9776.00 р.
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Описание: A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory.

Quantitative Finance And Risk Management: A Physicist`S Approach (2Nd Edition)

Автор: Dash Jan W
Название: Quantitative Finance And Risk Management: A Physicist`S Approach (2Nd Edition)
ISBN: 9814571237 ISBN-13(EAN): 9789814571234
Издательство: World Scientific Publishing
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Цена: 18216.00 р.
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Описание:

"Dr Jan Dash has achieved a success that is truly unique. It is common to find texts from authors steeped in climate science or in decision making processes. But it is rare to find someone skilled at both. Dr Dash knows his science and he knows how to use it to make informed decisions as we face a changing and challenging climate."

Dr John Abraham
University of St Thomas, USA

Review of the First Edition:

"... this document brings a wealth of practical information on how work is done in real world financial markets, and covers an impressive number of topics, ranging from management and computer system issues to research themes whose potential applications are yet to be explored. It can prove a useful tool to anyone already well acquainted with the basics of mathematical finance, including financial mathematicians, but also quantitative analysts wishing to learn more of the fundamentals without paying too high a price in mathematical prerequisites."

Mathematical Reviews

Written by a physicist with extensive experience as a risk/finance quant, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the "how to" and "what it's like" aspects not covered in textbooks or papers. A "Technical Index" indicates the mathematical level for each chapter.

This second edition includes some new, expanded, and wide-ranging considerations for risk management: Climate Change and its long-term systemic risk; Markets in Crisis and the Reggeon Field Theory; "Smart Monte Carlo" and American Monte Carlo; Trend Risk -- time scales and risk, the Macro-Micro model, singular spectrum analysis; credit risk: counterparty risk and issuer risk; stressed correlations -- new techniques; and Psychology and option models.

Solid risk management topics from the first edition and valid today are included: standard/advanced theory and practice in fixed income, equities, and FX; quantitative finance and risk management -- traditional/exotic derivatives, fat tails, advanced stressed VAR, model risk, numerical techniques, deals/portfolios, systems, data, economic capital, and a function toolkit; risk lab -- the nuts and bolts of risk management from the desk to the enterprise; case studies of deals; Feynman path integrals, Green functions, and options; and "Life as a Quant" -- communication issues, sociology, stories, and advice.

Quantitative finance

Автор: Epps, T.wake
Название: Quantitative finance
ISBN: 0470431997 ISBN-13(EAN): 9780470431993
Издательство: Wiley
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Цена: 21218.00 р.
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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.

Nonlinear Pricing Methods in Quantitative Finance

Автор: Guyon
Название: Nonlinear Pricing Methods in Quantitative Finance
ISBN: 1466570334 ISBN-13(EAN): 9781466570337
Издательство: Taylor&Francis
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Цена: 27562.00 р.
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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.

An Introduction to High-Frequency Finance,

Автор: Ramazan Gen?§ay
Название: An Introduction to High-Frequency Finance,
ISBN: 0122796713 ISBN-13(EAN): 9780122796715
Издательство: Elsevier Science
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Цена: 16842.00 р.
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Описание: Provides a framework for the analysis, modelling, and inference of high-frequency financial time series. Emphasizing foreign exchange markets, currency, interest rate and bond futures markets, it investigates price formation processes and reviews systematic trading models for financial assets.

Paul Wilmott Introduces Quantitative Finance

Автор: Paul Wilmott
Название: Paul Wilmott Introduces Quantitative Finance
ISBN: 0471498629 ISBN-13(EAN): 9780471498629
Издательство: Wiley
Цена: 5542.00 р.
Наличие на складе: Поставка под заказ.

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.

Introduction to Project Finance,

Автор: Andrew Fight
Название: Introduction to Project Finance,
ISBN: 075065905X ISBN-13(EAN): 9780750659055
Издательство: Elsevier Science
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Цена: 6904.00 р.
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Описание: Aims to provide an overview of project finance. This book helps students, and those already in the finance profession, to gain an understanding of the basic information and principles of project finance. It includes questions with answers, study topics, practical `real world` examples and an extensive bibliography.


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