Автор: Lai T.L. Название: Data Science and Risk Analytics in Finance and Insurance ISBN: 1439839484 ISBN-13(EAN): 9781439839485 Издательство: Taylor&Francis Рейтинг: Цена: 10717.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Korn, Ralf Korn, Elke Kroisandt, Gerald Название: Monte carlo methods and models in finance and insurance ISBN: 1032477695 ISBN-13(EAN): 9781032477695 Издательство: Taylor&Francis Рейтинг: Цена: 6583.00 р. Наличие на складе: Поставка под заказ.
Описание: Offering a unique balance between applications and calculations, this book incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator
Автор: Vecer, Jan Название: Stochastic Finance ISBN: 1439812500 ISBN-13(EAN): 9781439812501 Издательство: Taylor&Francis Рейтинг: Цена: 30624.00 р. Наличие на складе: Поставка под заказ.
Автор: Vecer Название: Stochastic Finance ISBN: 1138116416 ISBN-13(EAN): 9781138116412 Издательство: Taylor&Francis Рейтинг: Цена: 11789.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Unlike much of the existing literature, Stochastic Finance: A Numeraire Approach treats price as a number of units of one asset needed for an acquisition of a unit of another asset instead of expressing prices in dollar terms exclusively. This numeraire approach leads to simpler pricing options for complex products, such as barrier, lookback, quanto, and Asian options. Most of the ideas presented rely on intuition and basic principles, rather than technical computations.
The first chapter of the book introduces basic concepts of finance, including price, no arbitrage, portfolio, financial contracts, the First Fundamental Theorem of Asset Pricing, and the change of numeraire formula. Subsequent chapters apply these general principles to three kinds of models: binomial, diffusion, and jump models. The author uses the binomial model to illustrate the relativity of the reference asset. In continuous time, he covers both diffusion and jump models in the evolution of price processes. The book also describes term structure models and numerous options, including European, barrier, lookback, quanto, American, and Asian.
Classroom-tested at Columbia University to graduate students, Wall Street professionals, and aspiring quants, this text provides a deep understanding of derivative contracts. It will help a variety of readers from the dynamic world of finance, from practitioners who want to expand their knowledge of stochastic finance, to students who want to succeed as professionals in the field, to academics who want to explore relatively advanced techniques of the numeraire change.
Автор: Karatzas Название: Brownian Motion and Stochastic Calculus ISBN: 0387976558 ISBN-13(EAN): 9780387976556 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
Описание: This is a textbook on classical polynomial and rational approximation theory for the twenty-first century. Aimed at advanced undergraduates and graduate students across all of applied mathematics, it uses MATLAB to teach the field’s most important ideas and results.
Approximation Theory and Approximation Practice, Extended Edition differs fundamentally from other works on approximation theory in a number of ways: its emphasis is on topics close to numerical algorithms; concepts are illustrated with Chebfun; and each chapter is a PUBLISHable MATLAB M-file, available online.
The book centers on theorems and methods for analytic functions, which appear so often in applications, rather than on functions at the edge of discontinuity with their seductive theoretical challenges. Original sources are cited rather than textbooks, and each item in the bibliography is accompanied by an editorial comment. In addition, each chapter has a collection of exercises, which span a wide range from mathematical theory to Chebfun-based numerical experimentation.
Описание: This book presents the main valuation approaches that can be used to value financial institutions.
Автор: Szylar Christian Название: Handbook of Market Risk ISBN: 1118127188 ISBN-13(EAN): 9781118127186 Издательство: Wiley Рейтинг: Цена: 22168.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Authored by an acknowledged expert in the quantification of market risk, this one-stop guide conveniently and systematically displays all of the financial engineering topics, theories, applications, and current statistical methodologies that are intrinsic to the subject matter.
Автор: Brown Aaron Название: Financial Risk Management for Dummies ISBN: 111908220X ISBN-13(EAN): 9781119082200 Издательство: Wiley Рейтинг: Цена: 3166.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Take the risk out of financial risk management Written by bestselling author and past winner of the GARP Award`s Risk Manager of the Year, Aaron Brown, Financial Risk Management For Dummies offers thorough and accessible guidance on successfully managing and controlling financial risk within your company.
Описание: Requiring only a background in high school algebra, this book uses an innovative approach to make today`s college student literate in such financial matters as loans, pensions, and insurance. Included are hundreds of examples and solved problems, as well as several hundred exercises backed up by a solutions manual.
Автор: Malinovskii, Vsevolod K. Название: Risk measures and insurance solvency benchmarks ISBN: 0367740265 ISBN-13(EAN): 9780367740269 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is written for academics and practitioners who are concerned about potential weaknesses of the Solvency II regulatory system. It is also intended for readers who are interested in pure and applied probability and have a taste for classical and asymptotic analysis.
Автор: Kalife, Aymeric Название: Sustainable Life Insurance ISBN: 1032081554 ISBN-13(EAN): 9781032081557 Издательство: Taylor&Francis Рейтинг: Цена: 15312.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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