Introduction To Machine Learning In Quantitative Finance, An, Guangxi Yu, Hao Ni, Jinsong Zheng, Xin Dong
Автор: McNeil Alexander J. Название: Quantitative Risk Management ISBN: 0691166277 ISBN-13(EAN): 9780691166278 Издательство: Wiley Рейтинг: Цена: 15048.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems.
Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives.
Fully revised and expanded to reflect developments in the field since the financial crisis
Features shorter chapters to facilitate teaching and learning
Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing
Includes a new chapter on market risk and new material on risk measures and risk aggregation
Автор: Paul Wilmott Название: Paul Wilmott Introduces Quantitative Finance ISBN: 0471498629 ISBN-13(EAN): 9780471498629 Издательство: Wiley Цена: 5542.00 р. Наличие на складе: Поставка под заказ.
Описание: In this student edition the author gives a comprehensive introduction to theory and practice of financial engineering in a manner designed to be accessible to students and those who are new to the financial markets. It is presented in a unique and accessible style with illustrations, graphs and side-bars with explanations working through the maths. The author's style from his previous book of providing the reader with answers to the problems has been maintained throughout this expanded work.
Название: Undergraduate Introduction to Financial Mathematics ISBN: 9814407445 ISBN-13(EAN): 9789814407441 Издательство: World Scientific Publishing Рейтинг: Цена: 9662.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Provides an introduction to financial mathematics and financial engineering for undergraduate students who have completed a three- or four-semester sequence of calculus courses. This book contains material that can adequately prepare the reader for graduate-level study in mathematical finance.
"Dr Jan Dash has achieved a success that is truly unique. It is common to find texts from authors steeped in climate science or in decision making processes. But it is rare to find someone skilled at both. Dr Dash knows his science and he knows how to use it to make informed decisions as we face a changing and challenging climate."
Dr John Abraham University of St Thomas, USA
Review of the First Edition:
"... this document brings a wealth of practical information on how work is done in real world financial markets, and covers an impressive number of topics, ranging from management and computer system issues to research themes whose potential applications are yet to be explored. It can prove a useful tool to anyone already well acquainted with the basics of mathematical finance, including financial mathematicians, but also quantitative analysts wishing to learn more of the fundamentals without paying too high a price in mathematical prerequisites."
Mathematical Reviews
Written by a physicist with extensive experience as a risk/finance quant, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the "how to" and "what it's like" aspects not covered in textbooks or papers. A "Technical Index" indicates the mathematical level for each chapter.
This second edition includes some new, expanded, and wide-ranging considerations for risk management: Climate Change and its long-term systemic risk; Markets in Crisis and the Reggeon Field Theory; "Smart Monte Carlo" and American Monte Carlo; Trend Risk -- time scales and risk, the Macro-Micro model, singular spectrum analysis; credit risk: counterparty risk and issuer risk; stressed correlations -- new techniques; and Psychology and option models.
Solid risk management topics from the first edition and valid today are included: standard/advanced theory and practice in fixed income, equities, and FX; quantitative finance and risk management -- traditional/exotic derivatives, fat tails, advanced stressed VAR, model risk, numerical techniques, deals/portfolios, systems, data, economic capital, and a function toolkit; risk lab -- the nuts and bolts of risk management from the desk to the enterprise; case studies of deals; Feynman path integrals, Green functions, and options; and "Life as a Quant" -- communication issues, sociology, stories, and advice.
Автор: Garrett, Stephen Название: An Introduction to the Mathematics of Finance ISBN: 0081013027 ISBN-13(EAN): 9780081013021 Издательство: Elsevier Science Рейтинг: Цена: 9262.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
An Introduction to the Mathematics of Finance: A Deterministic Approach, Second edition, offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of contents with the CT1 exam and includes sample questions from past exams of both The Actuarial Profession and the CFA Institute. With a wealth of solved problems and interesting applications, An Introduction to the Mathematics of Finance stands alone inits ability to address the needs of its primary target audience, the actuarial student.
Closely follows the syllabus for the CT1 exam of The Institute and Faculty of Actuaries
Includes past exam questions from The Institute and Faculty of Actuaries and the CFA Institute
Автор: Guangxi Yu, Hao Ni, Jinsong Zheng, Xin Dong Название: An introduction to machine learning in quantitative finance ISBN: 1786349647 ISBN-13(EAN): 9781786349644 Издательство: World Scientific Publishing Рейтинг: Цена: 7128.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In today`s world, we are increasingly exposed to the words "machine learning" (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine language translation.
Автор: Reitano, Robert R. (professor Of The Practice In Finance, Brandeis University) Название: Introduction to quantitative finance ISBN: 026201369X ISBN-13(EAN): 9780262013697 Издательство: MIT Press Рейтинг: Цена: 14390.00 р. Наличие на складе: Нет в наличии.
Описание: An introduction to many mathematical topics applicable to quantitative finance that teaches how to "think in mathematics" rather than simply do mathematics by rote.
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.
Автор: Nico van der Wijst Название: Finance: A Quantitative Introduction ISBN: 1107029228 ISBN-13(EAN): 9781107029224 Издательство: Cambridge Academ Рейтинг: Цена: 8078.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: By providing a solid theoretical basis in finance this textbook introduces modern finance to readers, with emphasis on investments in real assets and the real options attached to them, including students in science and technology, who have a good foundation in quantitative skills.
Автор: Guida Название: Big Data and Machine Learning in Quantitative Investment ISBN: 1119522196 ISBN-13(EAN): 9781119522195 Издательство: Wiley Рейтинг: Цена: 6653.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Get to know the 'why' and 'how' of machine learning and big data in quantitative investment
Big Data and Machine Learning in Quantitative Investment is not just about demonstrating the maths or the coding. Instead, it's a book by practitioners for practitioners, covering the questions of why and how of applying machine learning and big data to quantitative finance.
The book is split into 13 chapters, each of which is written by a different author on a specific case. The chapters are ordered according to the level of complexity; beginning with the big picture and taxonomy, moving onto practical applications of machine learning and finally finishing with innovative approaches using deep learning.
- Gain a solid reason to use machine learning
- Frame your question using financial markets laws
- Know your data
- Understand how machine learning is becoming ever more sophisticated
Machine learning and big data are not a magical solution, but appropriately applied, they are extremely effective tools for quantitative investment -- and this book shows you how.
Автор: Ross Название: An Elementary Introduction to Mathematical Finance ISBN: 0521192536 ISBN-13(EAN): 9780521192538 Издательство: Cambridge Academ Рейтинг: Цена: 9186.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. This third edition includes three new chapters, along with expanded sets of exercises and references for all the chapters.
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