Investment Pricing Methods - A Guide for Accounting & Financial Professionals, Casabona
Автор: Glasserman Название: Monte Carlo Methods in Financial Engineering ISBN: 0387004513 ISBN-13(EAN): 9780387004518 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."
Автор: Musiela Marek Название: Martingale Methods in Financial Modelling ISBN: 3540209662 ISBN-13(EAN): 9783540209669 Издательство: Springer Рейтинг: Цена: 11738.00 р. 16769.00-30% Наличие на складе: Есть (1 шт.) Описание: In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.
Автор: Monique Jeanblanc, Marc Yor, Marc Chesney Название: Mathematical Methods for Financial Markets ISBN: 1852333766 ISBN-13(EAN): 9781852333768 Издательство: Springer Рейтинг: Цена: 8804.00 р. 12577.00-30% Наличие на складе: Есть (1 шт.) Описание: Presents stochastic processes of common use in mathematical finance. This book consists of eleven chapters, interlacing on the one hand financial concepts and instruments, Brownian motion, diffusion processes, Levy processes, together with the basic properties of these processes. It deals with continuous path processes and discontinuous processes.
Автор: Claus Munk Название: Financial Asset Pricing Theory ISBN: 0199585490 ISBN-13(EAN): 9780199585496 Издательство: Oxford Academ Рейтинг: Цена: 20196.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent `state-of-the-art` models that outperform the classics.
Автор: Lai, Tze Leung Xing, Haipeng Название: Statistical models and methods for financial markets ISBN: 1441926682 ISBN-13(EAN): 9781441926685 Издательство: Springer Рейтинг: Цена: 10335.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The authors here present statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. They provide basic statistical background as well as in-depth applications.
Описание: All the precision of financial modeling - and none of the complexity. Evidence-based decision making is only as good as the external evidence on which it is based. This title offers a simplified method for building the fast and accurate financial models serious evidence based decision makers need.
Описание: Documents two public policy mistakes of the US Government that have been extremely costly. This study puts forth the notion of Social Security as a minimal safety net is consistent with the views of Adam Smith and Friedrich Hayek and that private social security accounts are inefficient and subject to moral hazard and huge productivity losses.
Описание: *Provides an introduction to the basics of financial statistics and mathematical finance.
Автор: Lev Borodovsky Название: Professional`s Handbook of Financial Risk Management ISBN: 0750641118 ISBN-13(EAN): 9780750641111 Издательство: Elsevier Science Рейтинг: Цена: 49687.00 р. Наличие на складе: Поставка под заказ.
Описание: Covers various aspects of financial risk management including an in-depth look at operational risk management, regulation, risk-based capital, and risk adjusted performance measurement. This practical book focuses on practical financial risk management techniques and solutions. It also covers the various roles of the risk management function.
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