Portfolio theory and arbitrage, Karatzas, Ioannis Kardaras, Constantinos

Автор: Delbaen
Название: The Mathematics of Arbitrage
ISBN: 3540219927 ISBN-13(EAN): 9783540219927
Издательство: Springer
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Цена: 15372.00 р.
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Описание: Presents a mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of no arbitrage. This title consists of seven papers, which analyzes the topic in the general framework of semi-martingale theory.

Автор: Bjork Tomas
Название: Arbitrage Theory in Continuous Time
ISBN: 0198851618 ISBN-13(EAN): 9780198851615
Издательство: Oxford Academ
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Цена: 9979.00 р.
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Описание: The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications.

Автор: Jiao Ying Et Al
Название: Arbitrage, Credit And Informational Risks
ISBN: 981460206X ISBN-13(EAN): 9789814602068
Издательство: World Scientific Publishing
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Цена: 13464.00 р.
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Описание: This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and practical attention, in particular after the international financial crisis. The volume is split into three parts which treat each of these topics.

Автор: Joshi
Название: Introduction to Mathematical Portfolio Theory
ISBN: 1107042313 ISBN-13(EAN): 9781107042315
Издательство: Cambridge Academ
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Цена: 9029.00 р.
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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: Arjun K. Gupta; Tamas Varga; Taras Bodnar
Название: Elliptically Contoured Models in Statistics and Portfolio Theory
ISBN: 1461481538 ISBN-13(EAN): 9781461481539
Издательство: Springer
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Цена: 6986.00 р.
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Описание: This fully revised, new edition of this classic text presents a comprehensive overview of elliptical contoured models and their applications to statistics. It provides a real-life case example of financial modeling from the Dow-Jones Stock Index.

Автор: Freddy Delbaen; Walter Schachermayer
Название: The Mathematics of Arbitrage
ISBN: 3642060307 ISBN-13(EAN): 9783642060304
Издательство: Springer
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Цена: 11878.00 р.
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Описание: A Guided Tour to Arbitrage Theory.- The Story in a Nutshell.- Models of Financial Markets on Finite Probability Spaces.- Utility Maximisation on Finite Probability Spaces.- Bachelier and Black-Scholes.- The Kreps-Yan Theorem.- The Dalang-Morton-Willinger Theorem.- A Primer in Stochastic Integration.- Arbitrage Theory in Continuous Time: an Overview.- The Original Papers.- A General Version of the Fundamental Theorem of Asset Pricing (1994).- A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998).- The No-Arbitrage Property under a Change of Numйraire (1995).- The Existence of Absolutely Continuous Local Martingale Measures (1995).- The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997).- The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998).- A Compactness Principle for Bounded Sequences of Martingales with Applications (1999).

Автор: Jochen E.M. Wilhelm
Название: Arbitrage Theory
ISBN: 3540152415 ISBN-13(EAN): 9783540152415
Издательство: Springer
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Цена: 12157.00 р.
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Автор: Koch-Medina Pablo, Munari Cosimo
Название: Market-Consistent Prices: An Introduction to Arbitrage Theory
ISBN: 303039722X ISBN-13(EAN): 9783030397227
Издательство: Springer
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Цена: 9083.00 р.
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Описание: Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice. The book will appeal to mathematical finance and financial economics students seeking an elementary but rigorous introduction to the subject;

Автор: Bernd Scherer; R. Douglas Martin
Название: Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™
ISBN: 1441919341 ISBN-13(EAN): 9781441919342
Издательство: Springer
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Цена: 18167.00 р.
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Описание: This practical handbook provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods. It fills the gap between current university instruction and current industry practice.

Автор: Best, Michael J.
Название: Portfolio Optimization
ISBN: 1420085840 ISBN-13(EAN): 9781420085846
Издательство: Taylor&Francis
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Цена: 15312.00 р.
Наличие на складе: Нет в наличии.

Автор: Regenstein, Jr.
Название: Reproducible Finance with R
ISBN: 1138484229 ISBN-13(EAN): 9781138484221
Издательство: Taylor&Francis
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Цена: 28327.00 р.
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Описание: The intended audience is leaders at financial institutions who want to build data science practices, analysts at financial institutions who want to work on data science teams, students/aspiring professionals who want work in finance and anyone who has foreseen that Excel skills are not enough to be competitive in finance.

Автор: Wolfgang Marty
Название: Portfolio Analytics
ISBN: 3319198114 ISBN-13(EAN): 9783319198118
Издательство: Springer
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Цена: 9781.00 р.
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Описание: This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post versus ex-ante risk figures are compared.