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: 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.
Автор: Jong, Frank De Rindi, Barbara Название: Microstructure of financial markets ISBN: 0521687276 ISBN-13(EAN): 9780521687270 Издательство: Cambridge Academ Рейтинг: Цена: 6019.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.
Автор: Katz Название: Introduction to Modern Cryptography, Second Edition ISBN: 1466570261 ISBN-13(EAN): 9781466570269 Издательство: Taylor&Francis Рейтинг: Цена: 15310.00 р. Наличие на складе: Поставка под заказ.
Описание:
Cryptography is ubiquitous and plays a key role in ensuring data secrecy and integrity as well as in securing computer systems more broadly. Introduction to Modern Cryptography provides a rigorous yet accessible treatment of this fascinating subject.
The authors introduce the core principles of modern cryptography, with an emphasis on formal definitions, clear assumptions, and rigorous proofs of security. The book begins by focusing on private-key cryptography, including an extensive treatment of private-key encryption, message authentication codes, and hash functions. The authors also present design principles for widely used stream ciphers and block ciphers including RC4, DES, and AES, plus provide provable constructions of stream ciphers and block ciphers from lower-level primitives. The second half of the book covers public-key cryptography, beginning with a self-contained introduction to the number theory needed to understand the RSA, Diffie-Hellman, and El Gamal cryptosystems (and others), followed by a thorough treatment of several standardized public-key encryption and digital signature schemes.
Integrating a more practical perspective without sacrificing rigor, this widely anticipated Second Edition offers improved treatment of:
Stream ciphers and block ciphers, including modes of operation and design principles
Authenticated encryption and secure communication sessions
Hash functions, including hash-function applications and design principles
Attacks on poorly implemented cryptography, including attacks on chained-CBC encryption, padding-oracle attacks, and timing attacks
The random-oracle model and its application to several standardized, widely used public-key encryption and signature schemes
Elliptic-curve cryptography and associated standards such as DSA/ECDSA and DHIES/ECIES
Containing updated exercises and worked examples, Introduction to Modern Cryptography, Second Edition can serve as a textbook for undergraduate- or graduate-level courses in cryptography, a valuable reference for researchers and practitioners, or a general introduction suitable for self-study.
Автор: Franke Название: Statistics of Financial Markets, 3 ed. ISBN: 3642165206 ISBN-13(EAN): 9783642165207 Издательство: Springer Рейтинг: Цена: 10475.00 р. Наличие на складе: Поставка под заказ.
Описание: Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation.Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. H?rdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4.“Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”
Автор: Johan A. Lybeck Название: The Future of Financial Regulation ISBN: 1107106850 ISBN-13(EAN): 9781107106857 Издательство: Cambridge Academ Рейтинг: Цена: 16157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Johan A. Lybeck uses European and American case studies to review thirty bank resolutions from the last financial crisis and to outline the requirements for successful bank resolutions in the future. Via in-depth analysis of recent legislation, he emphasizes the need for taxpayer-funded bail-outs to create a viable banking system.
Автор: Gene Tsudik Название: Financial Cryptography and Data Security ISBN: 3540852298 ISBN-13(EAN): 9783540852292 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Constitutes the refereed post-conference proceedings of the 12th International Conference on Financial Cryptography and Data Security, FC 2008, held in Cozumel, Mexico. This title covers papers organized in topical sections on attacks and counter measures, protocols, theory, hardware, chips and tags, signatures and encryption, as well as e-cash.
Автор: Yair Frankel Название: Financial Cryptography ISBN: 3540427007 ISBN-13(EAN): 9783540427001 Издательство: Springer Рейтинг: Цена: 10480.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The program committee considered 68 submissions of which 21 papers were accepted. Many thanks to George Davida, the electronic submissions chair, for maintaining the electronic submissions server. A majority of the authors preferred electronic submissions with 65 of the 68 submissions provided electronically.
Автор: Rafael Hirschfeld Название: Financial Cryptography ISBN: 3540635947 ISBN-13(EAN): 9783540635949 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Featuring the proceedings of the First International Conference on Financial Cryptography, FC `97, this volume includes 31 revised contributions. It provides a synopsis of financial cryptography and covers the whole spectrum of the security of financial transactions or digital commerce.
Автор: Rafael Hirschfeld Название: Financial Cryptography ISBN: 3540649514 ISBN-13(EAN): 9783540649519 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book constitutes the thoroughly revised post-conference proceedings of the Second International Conference on Financial Cryptography, FC `98, held in Anguilla, British West Indies, in February 1998.The 28 revised papers presented were carefully selected and improved beyond the versions presented at the meeting.
Автор: Matthew Franklin Название: Financial Cryptography ISBN: 3540663622 ISBN-13(EAN): 9783540663621 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text covers topics such as electronic commerce, anonymity control, fraud management, public-key certificates, steganography, content distribution, anonymity mechanisms, auctions and markets and distributed cryptography.
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