Search Results

ENGLISH

Gaussian Process Models For Quantitative Finance

by Jimmy Risk e Michael Ludkovski

~~67,58€~~ 60,82€ 10% OFF

free shipping

 This book describes the diverse applications of Gaussian Process (GP) models in mathematical finance.
ENGLISH

Gaussian Process Models For Quantitative Finance

by Jimmy Risk e Michael Ludkovski

~~66,24€~~ 59,62€ 10% OFF

 This book describes the diverse applications of Gaussian Process (GP) models in mathematical finance.
ENGLISH

Modern Sabr Analytics - Formulas And Insights For Quants, Former Physicists And Mathematicians

by Alexandre Antonov, Michael Konikov e Michael Spector

60,82€ + 10% CARD

free shipping

 Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.
ENGLISH

Introduction To Central Banking

by Alessio Fotia e Ulrich Bindseil

3,96€ + 10% CARD

 This open access book gives a concise introduction to the practical implementation of monetary policy by modern central banks.
ENGLISH

Modern Sabr Analytics - Formulas And Insights For Quants, Former Physicists And Mathematicians

by Alexandre Antonov, Michael Konikov e Michael Spector

79,49€ + 10% CARD

 Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.
ENGLISH

Saddlepoint Approximation Methods In Financial Engineering

by Wendong Zheng e Yue Kuen Kwok

59,61€ + 10% CARD

 This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It will also be valuable to quantitative analysts in financial institutions who strive for effective valuation of prices of exotic financial derivatives and risk positions of portfolios of risky instruments.
ENGLISH

Enlargement Of Filtration With Finance In View

by Anna Aksamit e Monique Jeanblanc

72,86€ + 10% CARD

 This volume presents classical results of the theory of enlargement of filtration. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable.
ENGLISH

Electricity Derivatives

by Rene Aid

93,41€ + 10% CARD

 Offering a concise but complete survey of the common features of the microstructure of electricity markets, this book describes the state of the art in the different proposed electricity price models for pricing derivatives and in the numerical methods used to price and hedge the most prominent derivatives in electricity markets, namely power plants and swings. The mathematical content of the book has intentionally been made light in order to concentrate on the main subject matter, avoiding fastidious computations. Wherever possible, the models are illustrated by diagrams. The book should allow prospective researchers in the field of electricity derivatives to focus on the actual difficulties associated with the subject. It should also offer a brief but exhaustive overview of the latest techniques used by financial engineers in energy utilities and energy trading desks.
ENGLISH

Interest Rate Modeling: Post-Crisis Challenges And Approaches

by Wolfgang Runggaldier e Zorana Grbac

72,86€ + 10% CARD

 Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets.
ENGLISH

Leveraged Exchange-Traded Funds - Price Dynamics And Options Valuation

by Marco Santoli e Tim Leung

92,74€ + 10% CARD

 This book provides an analysis, under both discrete-time and continuous-time frameworks, on the price dynamics of leveraged exchange-traded funds (LETFs), with emphasis on the roles of leverage ratio, realized volatility, investment horizon, and tracking errors.
ENGLISH

Contagion! Systemic Risk In Financial Networks

by T. R. Hurd

86,11€ + 10% CARD

 This volume presents a unified mathematical framework for the transmission channels for damaging shocks that can lead to instability in financial systems.
ENGLISH

Fourier-Malliavin Volatility Estimation - Theory And Practice

by Maria Cristina Recchioni, Maria Elvira Mancino e Simona Sanfelici

72,86€ + 10% CARD

 This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings.
ENGLISH

Optimal Investment

by L. C. G. Rogers

79,49€ + 10% CARD

 Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques that the book also covers.
ENGLISH

Interest Rate Modeling: Post-Crisis Challenges And Approaches

by Wolfgang Runggaldier e Zorana Grbac

58,12€ + 10% CARD

free shipping

 Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets.
ENGLISH

Leveraged Exchange-Traded Funds - Price Dynamics And Options Valuation

by Marco Santoli e Tim Leung

71,64€ + 10% CARD

free shipping

 This book provides an analysis, under both discrete-time and continuous-time frameworks, on the price dynamics of leveraged exchange-traded funds (LETFs), with emphasis on the roles of leverage ratio, realized volatility, investment horizon, and tracking errors.
ENGLISH

Stochastic Optimization In Insurance - A Dynamic Programming Approach

by Nora Muler e Pablo Azcue

59,61€ + 10% CARD

 The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance.
ENGLISH

Modeling With Uml - Language, Concepts, Methods

by Bernhard Rumpe

87,86€ + 10% CARD

free shipping
ENGLISH

Introduction To Central Banking

by Alessio Fotia e Ulrich Bindseil

33,79€

free shipping

OUT OF STOCK OR NOT AVAILABLE

 This open access book gives a concise introduction to the practical implementation of monetary policy by modern central banks.

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 .