Mathematical Financial Economics, Igor V. Evstigneev; Thorsten Hens; Klaus Reiner Sc
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: Kwok Yue-Kuen Название: Mathematical Models of Financial Derivatives ISBN: 3540422889 ISBN-13(EAN): 9783540422884 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Mathematical Models of Financial Derivatives is a textbook on the theory behindmodeling derivatives and their risk management, focussing on the valuationprinciples that are common to most derivative securities. A wide range offinancial derivatives commonly traded in the equity and fixed income markets areanalyzed, emphasizing on aspects of pricing, hedging and practical usage. Thereaders are guided through the text on new advances in analytic techniques andnumerical methods for solving various types of derivative pricing models. Inthis second edition, more emphasis has been placed on the discussion of Itocalculus and Girsanov's Theorem; and in particular, the concepts of risk neutralmeasure and equivalent martingale pricing approach. A new chapter on credit riskmodels and pricing of credit derivatives has been added. Most recent researchresults and concepts are made accessible to the readers through extensive, wellthought out exercises at the end of each chapter.
Описание: *Provides an introduction to the basics of financial statistics and mathematical finance.
Автор: Igor V. Evstigneev; Thorsten Hens; Klaus Reiner Sc Название: Mathematical Financial Economics ISBN: 3319165704 ISBN-13(EAN): 9783319165707 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook is an elementary introduction to the key topics in mathematical finance and financial economics - two realms of ideas that substantially overlap but are often treated separately from each other.
Автор: Joshi Название: Introduction to Mathematical Portfolio Theory ISBN: 1107042313 ISBN-13(EAN): 9781107042315 Издательство: Cambridge Academ Рейтинг: Цена: 9029.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.
Автор: Belke, Ansgar Polleit, Thorsten Название: Monetary economics in globalised financial markets ISBN: 3540710027 ISBN-13(EAN): 9783540710028 Издательство: Springer Рейтинг: Цена: 23751.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Integrates the fundamentals of monetary theory, monetary policy theory and financial market theory, providing a comprehensive introduction to the many-sided interrelations between these fields of research. This work covers topics including, inter alia, alternative money supply regimes, money demand functions and monetary policy transmission.
Автор: Shigeo Kusuoka; Toru Maruyama Название: Advances in Mathematical Economics Volume12 ISBN: 4431998659 ISBN-13(EAN): 9784431998655 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covers the following fields: economic theories in various fields based on rigorous mathematical reasoning; mathematical methods (for example: analysis, algebra, geometry, and probability) motivated by economic theories; mathematical results of potential relevance to economic theory; and, historical study of mathematical economics.
Автор: Yue-Kuen Kwok Название: Mathematical Models of Financial Derivatives ISBN: 3642447937 ISBN-13(EAN): 9783642447938 Издательство: Springer Рейтинг: Цена: 9776.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book contains a comprehensive account of pricing models of financial derivatives. It covers risk neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory.
Название: Advances in Mathematical Economics 4 ISBN: 4431703209 ISBN-13(EAN): 9784431703204 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers.
Автор: Monique Jeanblanc; Marc Yor; Marc Chesney Название: Mathematical Methods for Financial Markets ISBN: 144712524X ISBN-13(EAN): 9781447125242 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic processes of common use in mathematical finance are presented in this book, which interlaces financial concepts and instruments such as arbitrage opportunities, option pricing and default risk with Brownian motion and Levy and diffusion processes.
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
Название: Financial Calculus ISBN: 0521552893 ISBN-13(EAN): 9780521552899 Издательство: Cambridge Academ Рейтинг: Цена: 12355.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Here is a rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. An essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.
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