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ENGLISH

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

by Mai Jan-Frederik Mai e Scherer Matthias Scherer

50,35€ + 10% CARD

 Provides you with a background on simulating copulas and multivariate distributions in general. This title unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, and more) as well as on different construction principles (factor models, pair-copula construction, and more).
ENGLISH

Introduction To Computational Finance, An

by Ugur Omur Ugur

50,35€ + 10% CARD

 Focuses on pricing of options and bridges the gap between Mathematical Finance and Numerical Methodologies. This book collects the key contributions of several monographs and selected literature, values and displays their importance, and composes them here to create a work which has its own characteristics in content and style.
ENGLISH

Advanced Asset Pricing Theory

by Ma Chenghu Ma

55,65€ + 10% CARD

 Presents an introduction to modern asset pricing theory. This book also tackles recent advancement on inversion problems raised in asset pricing theory, which include the information role of financial options and the information content of term structure of interest rates and interest rates contingent claims.
ENGLISH

Paper Puzzle Book, The: All You Need Is Paper!

by David Hillel (-) Goodman, Ilan (Holon Inst Of Technology, Israel) Garibi e Yossi (Weizmann Institute Of Science, Israel) Elran

60,83€ + 10% CARD

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 All the puzzles inside are made out of paper from simple teasers to extreme brain workouts!
ENGLISH

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition) - Stochastic Models, Sampling Algorithms, And Applications

by Mai Jan-Frederik Mai e Scherer Matthias Scherer

103,35€ + 10% CARD

 ''The book remains a valuable tool both for statisticians who are already familiar with the theory of copulas and just need to develop sampling algorithms, and for practitioners who want to learn copulas and implement the simulation techniques needed to exploit the potential of copulas in applications.''<div style=''text-align: right;''>Mathematical Reviews</div>The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for graduate and advanced undergraduate students with a firm background in stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the book a valuable tool for anyone who is applying the methodology.
ENGLISH

Extreme Financial Risks And Asset Allocation

by Le Courtois Olivier A Le Courtois e Walter Christian Walter

54,33€ + 10% CARD

 Each financial crisis calls for — by its novelty and the mechanisms it shares with preceding crises — appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as "jumps", play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision.This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and PhD students, and financial engineers alike will find this book highly useful.
ENGLISH

Advanced Asset Pricing Theory

by Chenghu (Fudan Univ, China) Ma

141,95€ + 10% CARD

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 Presents an introduction to modern asset pricing theory. This book also tackles recent advancement on inversion problems raised in asset pricing theory, which include the information role of financial options and the information content of term structure of interest rates and interest rates contingent claims.
ENGLISH

Option Pricing In Incomplete Markets: Modeling Based On Geometric L'Evy Processes And Minimal Entropy Martingale Measures - Modeling Based On Geometric Levy Processes And Minimal Entropy Martingale Measures

by Yoshio (Nagoya City Univ, Japan) Miyahara

109,50€ + 10% CARD

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 Offers the reader practical methods to compute the option prices in the incomplete asset markets. This title shows that the geometric Levy process (GLP) is a typical example of the incomplete market, and that the MEMM (minimal entropy martingale measure) is an extremely powerful pricing measure. It also introduces the (GLP \& MEMM) pricing models.
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New Models And Methods In Dynamic Portfolio Optimization

10%

ENGLISH

New Models And Methods In Dynamic Portfolio Optimization

by Lijun (Xidian University, China) Bo e Xiang (The Hong Kong Polytechnic University, Hong Kong) Yu

~~148,71€~~ 133,84€ 10% OFF

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ENGLISH

Why Are You Always On The Phone? Smart Skills With The Smartphone Generation

by Michelle Mei Ling (Sim Univ, S'Pore) Yeo

17,57€ + 10% CARD

free shipping
ENGLISH

Inequality And Global Supra-Surplus Capitalism

by E Ray (Florida State University, Usa) Canterbery

168,98€ + 10% CARD

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ENGLISH

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

by Jan-Frederik (Xaia Investment, Germany) Mai e Matthias (Technische Univ Munchen, Germany) Scherer

155,47€ + 10% CARD

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ENGLISH

Extreme Financial Risks And Asset Allocation

by Christian (Fondation Maison Des Sciences De L'Homme, France) Walter e Olivier A (Em Lyon Business Sch, France) Le Courtois

162,23€ + 10% CARD

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ENGLISH

In All Probability - A Collection Of Short Stories

by Steve Morris

OUT OF STOCK OR NOT AVAILABLE

 Cult debut short story collection based on fate, karma, chance encounters and revenge. Considers how the course of life flows after brief encounters. Ideal for quick coffee breaks
ENGLISH

Introduction To Computational Finance, An

by Omur (Middle East Technical Univ, Turkey) Ugur

128,43€

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OUT OF STOCK OR NOT AVAILABLE

 Focuses on pricing of options and bridges the gap between Mathematical Finance and Numerical Methodologies. This book collects the key contributions of several monographs and selected literature, values and displays their importance, and composes them here to create a work which has its own characteristics in content and style.

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