Theoretical Foundations For Quantitative Finance, Spadafora Luca Et Al
Автор: Epps, T.wake Название: Quantitative finance ISBN: 0470431997 ISBN-13(EAN): 9780470431993 Издательство: Wiley Рейтинг: Цена: 21218.00 р. Наличие на складе: Поставка под заказ.
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.
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.
Описание: Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set.
Автор: Wilmott Название: Paul Wilmott Introduces Quantitative Finance 2e +CD ISBN: 0470319585 ISBN-13(EAN): 9780470319581 Издательство: Wiley Рейтинг: Цена: 8712.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students.
Автор: Wilmott, Paul P. Название: Frequently asked questions in quantitative finance ISBN: 0470748753 ISBN-13(EAN): 9780470748756 Издательство: Wiley Рейтинг: Цена: 5544.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops the new products and the new models which we have to understand. And it is rewarding because anyone can make a fundamental breakthrough.
Название: A Benchmark Approach to Quantitative Finance ISBN: 3642065651 ISBN-13(EAN): 9783642065651 Издательство: Springer Рейтинг: Цена: 9776.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory.
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: Steve Bell DPhil Название: Quantitative Finance For Dummies ISBN: 1118769465 ISBN-13(EAN): 9781118769461 Издательство: Wiley Рейтинг: Цена: 3642.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
An accessible introduction to quantitative finance by the numbers--for students, professionals, and personal investors
The world of quantitative finance is complex, and sometimes even high-level financial experts have difficulty grasping it. Quantitative Finance For Dummies offers plain-English guidance on making sense of applying mathematics to investing decisions. With this complete guide, you'll gain a solid understanding of futures, options and risk, and become familiar with the most popular equations, methods, formulas, and models (such as the Black-Scholes model) that are applied in quantitative finance.
Also known as mathematical finance, quantitative finance is about applying mathematics and probability to financial markets, and involves using mathematical models to help make investing decisions. It's a highly technical discipline--but almost all investment companies and hedge funds use quantitative methods.
The book breaks down the subject of quantitative finance into easily digestible parts, making it approachable for personal investors, finance students, and professionals working in the financial sector -especially in banking or hedge funds who are interested in what their quant (quantitative finance professional) colleagues are up to. This user-friendly guide will help you even if you have no previous experience of quantitative finance or even of the world of finance itself.
With the help of Quantitative Finance For Dummies, you'll learn the mathematical skills necessary for success with quantitative finance and tips for enhancing your career in quantitative finance.
Get your own copy of this handy reference guide and discover:
An easy-to-follow introduction to the complex world of quantitative finance
The core models, formulas, and methods used in quantitative finance
Exercises to help augment your understanding of QF
How QF methods are used to define the current market value of a derivative security
Real-world examples that relate quantitative finance to your day-to-day job
Mathematics necessary for success in investment and quantitative finance
Portfolio and risk management applications
Basic derivatives pricing
Whether you're an aspiring quant, a top-tier personal investor, or a student, Quantitative Finance For Dummies is your go-to guide for coming to grips with QF/risk management.
Автор: Ting Christopher Hian Ann Название: Introduction To Quantitative Finance, An: A Three-Principle Approach ISBN: 981470430X ISBN-13(EAN): 9789814704304 Издательство: World Scientific Publishing Цена: 8554.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This Concise Textbook Provides A Unique Framework To Introduce Quantitative Finance To Advanced Undergraduate And Beginning Postgraduate Students. Inspired By Newton'S 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 Box'S 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.
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