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....Lasīt vairāk
This book aims to bridge the gap between theory and practice and demonstrate the practical value of Malliavin calculus. It offers readers the chance to discover an easy-to-apply tool that allows us to recover, unify, and generalize several previous...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 the...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 B...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 section...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 concepts of the Marko...Lasīt vairāk
This book presents statistics and data science methods for risk analytics in quantitative finance and insurance. The book offers a non-technical introduction to four key areas in financial technology: artificial intelligence, blockchain, cloud compu...Lasīt vairāk
Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of this book portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and comput...Lasīt vairāk
This book 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 underpinning most of the techn...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 the...Lasīt vairāk
Published under the collective title of Foundations of Quantitative Finance, this set of 10 books develops the advanced topics in mathematics that finance professionals need to improve their careers. These books develop the theory most do not learn...Lasīt vairāk
This book gives an overview of all relevant aspects of traditional and non-traditional savings and retirement products from both insurers and policyholders respective risk appetites. Examples of such products include general accounts, whole life, an...Lasīt vairāk
Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection....Lasīt vairāk
Published under the collective title of Foundations of Quantitative Finance, this set of ten books presents the advanced mathematics finance professionals need to advance their careers. These books develop the theory most do not learn in Graduate Fi...Lasīt vairāk
The Handbook of Price Impact Modeling provides practitioners and students with a mathematical framework grounded in academic references to apply price impact models to quantitative trading and portfolio management. Automated trading is now the domin...Lasīt vairāk
Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents...Lasīt vairāk
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...Lasīt vairāk
Modeling Fixed Income Securities and Interest Rate Options offers several new updates. The new edition of the classic textbook presents the basics of fixed-income securities. It requires a minimum of prerequisites. The author presents a coherent the...Lasīt vairāk
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 notand that is the advantage these books offer the astute rea...Lasīt vairāk
