Foundations of quantitative finance book ii: probability spaces and random variables, Reitano, Robert R.
Автор: Renz, Malte (division Of Gynecologic Oncology, Stanford University School Of Medicine, Usa) Diver, Elisabeth (division Of Gynecologic Oncology, Stanfo Название: Foundations of quantitative finance, book i: measure spaces and measurable functions ISBN: 1032207221 ISBN-13(EAN): 9781032207223 Издательство: Taylor&Francis Рейтинг: Цена: 16843.00 р. Наличие на складе: Нет в наличии.
Описание: The book provides a snapshot of practices used by contemporary designers, researchers, and artists who create objects, spaces, and experiences imbued with data. They draw from a range of domains and traditions, and represent a fascinating, inspiring, and revealing cross-section of contemporary maker and data culture.
Автор: Velu Название: Algorithmic Trading & Quantitative ISBN: 1498737161 ISBN-13(EAN): 9781498737166 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Brings together the literature in main stream finance and the tools presented in quantitative finance with a focus on what is being practiced in industry. The author begins with the economic theory behind price formation and tests the model that results from the theory and suggests algorithms to detect and exploit the anomalies.
Автор: Armando Caballero Название: Quantitative Genetics ISBN: 1108481418 ISBN-13(EAN): 9781108481410 Издательство: Cambridge Academ Рейтинг: Цена: 12038.00 р. Наличие на складе: Поставка под заказ.
Описание: This accessible and up-to-date text uses applied examples and model problems to enhance students` understanding of the concepts and applications of quantitative genetics. It provides the most current and in-depth view of the field for researchers and professionals in genetics, genomics, plant and animal breeding, and conservation science.
Автор: Armando Caballero Название: Quantitative Genetics ISBN: 1108722350 ISBN-13(EAN): 9781108722353 Издательство: Cambridge Academ Рейтинг: Цена: 5702.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This accessible and up-to-date text uses applied examples and model problems to enhance students` understanding of the concepts and applications of quantitative genetics. It provides the most current and in-depth view of the field for researchers and professionals in genetics, genomics, plant and animal breeding, and conservation science.
Описание: This book offers a comprehensive guide to the modelling of operational risk using possibility theory. The book offers a complete assessment of fuzzy methods for determining both value at risk (VaR) and subjective value at risk (SVaR), together with a stability estimation of VaR and SVaR.
Описание: Every financial professional wants and needs an advantage. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not-and that is the advantage these books offer the astute reader.
Описание: Book 1 in the Foundations in Quantitative Finance Series covers measure theory, including the Riemann and Lebesgue Integral, measurable functions, Borel measures in R, and Littlewood`s three principles, a rarity in books on these topics. It lays the foundation for the subsequent volumes.
Описание: Book 1 in the Foundations in Quantitative Finance Series covers measure theory, including the Riemann and Lebesgue Integral, measurable functions, Borel measures in R, and Littlewood`s three principles, a rarity in books on these topics. It lays the foundation for the subsequent volumes.
Автор: Guyon Название: Nonlinear Pricing Methods in Quantitative Finance ISBN: 1466570334 ISBN-13(EAN): 9781466570337 Издательство: Taylor&Francis Рейтинг: Цена: 27562.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
New Tools to Solve Your Option Pricing Problems
For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research--including Risk magazine's 2013 Quant of the Year--Nonlinear Option Pricing compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods.
Real-World Solutions for Quantitative Analysts
The book helps quants develop both their analytical and numerical expertise. It focuses on general mathematical tools rather than specific financial questions so that readers can easily use the tools to solve their own nonlinear problems. The authors build intuition through numerous real-world examples of numerical implementation. Although the focus is on ideas and numerical examples, the authors introduce relevant mathematical notions and important results and proofs. The book also covers several original approaches, including regression methods and dual methods for pricing chooser options, Monte Carlo approaches for pricing in the uncertain volatility model and the uncertain lapse and mortality model, the Markovian projection method and the particle method for calibrating local stochastic volatility models to market prices of vanilla options with/without stochastic interest rates, the a + bλ technique for building local correlation models that calibrate to market prices of vanilla options on a basket, and a new stochastic representation of nonlinear PDE solutions based on marked branching diffusions.
Автор: Matt Davison Название: Quantitative Finance ISBN: 143987168X ISBN-13(EAN): 9781439871683 Издательство: Taylor&Francis Рейтинг: Цена: 13779.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Teach Your Students How to Become Successful Working Quants
Quantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration. The text not only enables students to practice with the basic techniques of financial mathematics, but it also helps them gain significant intuition about what the techniques mean, how they work, and what happens when they stop working.
After introducing risk, return, decision making under uncertainty, and traditional discounted cash flow project analysis, the book covers mortgages, bonds, and annuities using a blend of Excel simulation and difference equation or algebraic formalism. It then looks at how interest rate markets work and how to model bond prices before addressing mean variance portfolio optimization, the capital asset pricing model, options, and value at risk (VaR). The author next focuses on binomial model tools for pricing options and the analysis of discrete random walks. He also introduces stochastic calculus in a nonrigorous way and explains how to simulate geometric Brownian motion. The text proceeds to thoroughly discuss options pricing, mostly in continuous time. It concludes with chapters on stochastic models of the yield curve and incomplete markets using simple discrete models.
Accessible to students with a relatively modest level of mathematical background, this book will guide your students in becoming successful quants. It uses both hand calculations and Excel spreadsheets to analyze plenty of examples from simple bond portfolios. The spreadsheets are available on the book's CRC Press web page.
Автор: Guo Название: Quantitative Trading ISBN: 1498706487 ISBN-13(EAN): 9781498706483 Издательство: Taylor&Francis Рейтинг: Цена: 16078.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.
Описание: High-dimensional and nonparametric statistical models are ubiquitous in modern data science. This book develops a mathematically coherent and objective approach to statistical inference in such models, with a focus on function estimation problems arising from random samples (density estimation) or from Gaussian regression/signal in white noise problems.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
