Search Results

ENGLISH

Credit Risk Modeling - Theory And Applications

by David Lando

144,43€ + 10% CARD

 Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts i
ENGLISH

Dynamic Asset Pricing Theory - Third Edition

by Darrell Duffie

144,43€ + 10% CARD

 Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.
ENGLISH

Asset Pricing Theory

by Costis Skiadas

111,30€ + 10% CARD

 Offers an introduction to the theoretical and methodological foundations of competitive asset pricing. This book develops the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, with emphasis on geometric and martingale methods.
ENGLISH

Credit Risk - Pricing, Measurement, And Management

by Darrell Duffie e Kenneth J. Singleton

144,43€ + 10% CARD

 Offers a treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. This book models credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. It is intended as a resource for researchers and students.
ENGLISH

Dynamic Asset Pricing Theory - Third Edition

by Darrell Duffie

94,63€ + 10% CARD

free shipping

 Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.
ENGLISH

Quantitative Risk Management - Concepts, Techniques And Tools - Revised Edition

by Alexander J. Mcneil, Paul Embrechts e Rudiger Frey

135,19€ + 10% CARD

free shipping
ENGLISH

Quantitative Risk Management - Concepts, Techniques And Tools - Revised Edition

by Alexander J. Mcneil, Paul Embrechts e Rudiger Frey

132,50€ + 10% CARD

 This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives. <ul><li>Fully revised and expanded to reflect developments in the field since the financial crisis</li><li>Features shorter chapters to facilitate teaching and learning</li><li>Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing</li><li>Includes a new chapter on market risk and new material on risk measures and risk aggregation</li></ul>
ENGLISH

The Write Stuff - 40 Short Stories, Poetry & Flash Fiction

by Eric Peluso

OUT OF STOCK OR NOT AVAILABLE
ENGLISH

Darogan - Prophecy, Lament And Absent Heroes In Medieval Welsh Literature

by Aled Jones

47,30€

free shipping

OUT OF STOCK OR NOT AVAILABLE

 This book focuses on the prophetic poetry and prose of the earliest Welsh-language manuscripts, exploring the complexity of a literary tradition simultaneously apocalyptic, eschatological, multilingual, nationalist and interethnic.
ENGLISH

Pe Gallwn Mi Luniwn Lythyr - Golwg Ar Waith Menna Elfyn

by Rhiannon Marks

OUT OF STOCK OR NOT AVAILABLE

 Cyfrol arbrofol yw hon sy'n cynnig deongliadau amrywiol o waith y bard Menna Elfyn, ac yn rhoi cip inni ar ein hymwneud a llenyddiaeth a'n harferion darllen.
ENGLISH

Credit Risk - Pricing, Measurement, And Management

by Darrell Duffie e Kenneth J. Singleton

OUT OF STOCK OR NOT AVAILABLE

 Offers a treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. This book models credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. It is intended as a resource for researchers and students.
ENGLISH

Asset Pricing Theory

by Costis Skiadas

OUT OF STOCK OR NOT AVAILABLE

 Offers an introduction to the theoretical and methodological foundations of competitive asset pricing. This book develops the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, with emphasis on geometric and martingale methods.
ENGLISH

Credit Risk Modeling - Theory And Applications

by David Lando

OUT OF STOCK OR NOT AVAILABLE

 Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts i

DIDN'T FIND WHAT YOU'RE LOOKING FOR?

Browse by the menu categories.

Check the search criteria in help .

Finally, if needed, use the we'll search for you .