Risk Analysis in Finance and Insurance, Third Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Risk Analysis in Fin...Lasīt vairāk
Risk Analysis in Finance and Insurance, Third Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Considering the interdisciplinary nature of risk...Lasīt vairāk
This book provides a self-contained introduction to the principles underpinning Equity Release Products (ERPs). The approach of the book, while academically robust, is also accessible and engaging, with a focus on practical examples and applications...Lasīt vairāk
This unique book offers a new approach to the modeling of rational decision making under conditions of uncertainty and strategic and competition interactions among agents. This unique book offers a new approach to the modeling of r...Lasīt vairāk
Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain ra...Lasīt vairāk
Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are notand that is the competitive edge these books offer...Lasīt vairāk
Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are notand that is the competitive edge these books offer...Lasīt vairāk
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Tested and refined through years of the authors teaching experiences, this text provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. With an abundance of examples, probl...Lasīt vairāk
Although portfolio management didnt change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and...Lasīt vairāk
Written by two leaders in quantitative research, this book 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...Lasīt vairāk
Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the co...Lasīt vairāk
While continuing to focus on common mathematical approaches to model credit portfolios, this second edition presents updates on model developments that have occurred since the publication of the best-selling first edition. It contains a new sectio...Lasīt vairāk
Following the recent financial crisis, risk management in financial institutions, particularly in banks, has attracted widespread attention and discussion. Novel modeling approaches and courses to educate future professionals in industry, governme...Lasīt vairāk
Computational Methods in Finance is a book developed from the authors courses at Columbia University and the Courant Institute of New York University. This self-contained text is designed for graduate students in financial engineering and mathemati...Lasīt vairāk
Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a three-dimen...Lasīt vairāk
The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathemati...Lasīt vairāk
A Technical Guide to Mathematical Finance covers those mathematical topics most important to an aspiring or professional quant. The text goes beyond a simple recitation of methods and aims to impart a genuine understanding of the fun...Lasīt vairāk
Essential Mathematics for Finance covers those mathematical topics most important to an aspiring or professional quant. The text goes beyond a simple recitation of methods and aims to impart a genuine understanding of the fundamental concepts underp...Lasīt vairāk
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. . This book summarizes most of the recent research results in pricing models of derivatives on discrete realiz...Lasīt vairāk
Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not-and that is the competitive edge these books offer th...Lasīt vairāk
