Recent Research in Financial Modelling, Evert J. Stokking; Giovanni Zambruno

Автор: Musiela Marek
Название: Martingale Methods in Financial Modelling
ISBN: 3540209662 ISBN-13(EAN): 9783540209669
Издательство: Springer
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Цена: 11738.00 р. 16769.00 -30%
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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: Jong, Frank De Rindi, Barbara
Название: Microstructure of financial markets
ISBN: 0521687276 ISBN-13(EAN): 9780521687270
Издательство: Cambridge Academ
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Цена: 6019.00 р.
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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: Emmanuel Haven and Philip Molyneux
Название: The Handbook of Post Crisis Financial Modelling
ISBN: 1137494484 ISBN-13(EAN): 9781137494481
Издательство: Springer
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Цена: 12577.00 р.
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Описание: The 2008 financial crisis was a watershed moment which clearly influenced the public`s perception of the role of `finance` in society. This is the first comprehensive handbook to look at financial modelling post crisis from the legal/historical; empirical modelling; stochastic; and non-stochastic modelling perspectives.

Автор: Lorenzo Peccati; Matti Viren
Название: Financial Modelling
ISBN: 3790807656 ISBN-13(EAN): 9783790807653
Издательство: Springer
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Цена: 18167.00 р.
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Описание: Deals with economic modelling in European institutional environments. The main feature of the papers is their direct or indirect practical relevance. Many models can be used in solving portfolio problems, in assessing forecasts and in understanding the possible effects of shocks and disturbances.

Автор: Constantin Zopounidis
Название: New Operational Approaches for Financial Modelling
ISBN: 3790810436 ISBN-13(EAN): 9783790810431
Издательство: Springer
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Цена: 15372.00 р.
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Описание: This volume in the "Contributions to Management Science" series covers new operational approaches for financial modelling. Topics include: high-performance computing and finance; financial markets, portfolio theory and selection; financial forecasting; and corporate finance.

Автор: Roberto Dieci; Xue-Zhong He; Cars Hommes
Название: Nonlinear Economic Dynamics and Financial Modelling
ISBN: 3319379615 ISBN-13(EAN): 9783319379616
Издательство: Springer
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Цена: 18167.00 р.
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Описание: Carl Chiarella: An Interview and Some Perspectives.- Nonlinear Economic Dynamics.- Financial Market Modelling.- Quantitative Finance.

Автор: Cont, Tankov
Название: Financial modelling with jump processes
ISBN: 1584884134 ISBN-13(EAN): 9781584884132
Издательство: Taylor&Francis
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Цена: 17609.00 р.
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Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.

Автор: David Hillier,Mark Grinblatt
Название: Financial Markets and Corporate Strategy 2 ed.
ISBN: 0077129423 ISBN-13(EAN): 9780077129422
Издательство: McGraw-Hill
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Цена: 10637.00 р.
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Описание: Financial Markets and Corporate Strategy

Название: Financial Calculus
ISBN: 0521552893 ISBN-13(EAN): 9780521552899
Издательство: Cambridge Academ
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Цена: 12355.00 р.
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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: D. Chorafas
Название: Modelling the Survival of Financial and Industrial Enterprises
ISBN: 0333984668 ISBN-13(EAN): 9780333984666
Издательство: Springer
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Цена: 18866.00 р.
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Описание: This book analyses the use of modelling in charting the survival of financial and industrial enterprises. The author shows how to use models effectively, and goes on to consider the pitfalls that can occur. The book contains plenty of practical examples, making this a useful `how to` guide.

Автор: Pfaff Bernhard
Название: Financial Risk Modelling and Portfolio Optimization with R
ISBN: 1119119669 ISBN-13(EAN): 9781119119661
Издательство: Wiley
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Цена: 11238.00 р.
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Описание: Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R.

Автор: Rees
Название: Financial Modelling in Practice: A Concise Guide U sing Excel and VBA for Intermediate and Advanced L evel 2e
ISBN: 111890401X ISBN-13(EAN): 9781118904015
Издательство: Wiley
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Цена: 9979.00 р.
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Описание: The comprehensive, broadly-applicable, real-world guide to financial modelling Financial Modelling in Practice, Second Edition covers the full spectrum of financial modelling tools and techniques to provide practical skills grounded in real-world scenarios.