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ENGLISH

Unravelling The Credit Crunch

by David Murphy

74,19€ + 10% CARD

 Offering insight into how the financial system works and how the credit crisis arose, this book provides a comprehensive account of the credit crunch that is easily understandable to non-specialists. It explains how the financial system was drawn into the crunch and the issues that need to be addressed to prevent further disasters.
ENGLISH

Risk Analysis In Finance And Insurance

by Alexander Melnikov

94,06€ + 10% CARD

 The development of quantitative methods based on stochastic analysis is a key achievement of modern financial mathematics. This book presents an introduction to the main ideas, methods, and techniques that transform risk management into a quantitative science.
ENGLISH

Python For Asset Management

by Ignacio Cervera e Natalia Cassinello

~~168,97€~~ 152,07€ 10% OFF

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 The book empowers non-programmersâ€"portfolio managers, risk analysts, and studentsâ€"to implement advanced models themselves. It responds to the growing demand for quantitative literacy in finance, especially in sustainable investing and smart beta strategies, areas of active research for both of the authors.
ENGLISH

Poisson Process And Its Fractional Extensions With Applications

by Enzo (Sapienza University Of Rome Rome, Italy) Orsingher, Riccardo (Universita Di Bologna E Ivass) Cesari e Vieri (Ivass) Mosco

~~140,58€~~ 126,52€ 10% OFF

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 This book progresses from the simple, standard Poisson process to its more complex transformations, using a unified framework, showing proofs of basic theorems and references to more difficult results. It reveals the practical applications of Poisson models for a better understanding of the stochastic structure of the real world.
ENGLISH

Foundations Of Quantitative Finance, Book Vii: Brownian Motion And Other Stochastic Processes

by Robert R. Reitano

~~283,89€~~ 255,50€ 10% OFF

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 This is the seventh book in a set of ten published under the collective title of Foundations of Quantitative Finance. It introduces and develops properties of Brownian motion as well as two other classes of stochastic processes: Markov processes and martingales. It is for researchers and practitioners of quantitative finance.
ENGLISH

Foundations Of Quantitative Finance, Book Vii: Brownian Motion And Other Stochastic Processes

by Robert R. Reitano

~~112,19€~~ 100,97€ 10% OFF

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 This is the seventh book in a set of ten published under the collective title of Foundations of Quantitative Finance. It introduces and develops properties of Brownian motion as well as two other classes of stochastic processes: Markov processes and martingales. It is for researchers and practitioners of quantitative finance.
ENGLISH

Sustainable Financial Structured Products - Managing Risk Appetites Across Modelling, Structuring, And Hedging

by Aymeric Kalife

~~135,18€~~ 121,66€ 10% OFF

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 Sustainable Financial Structured Products: Managing Risk Appetite across Modelling, Structuring, and Hedging gives an overview of all relevant aspects of Financial Structured Products (i.e. long-term savings products) from the risk perspective of both issuers (banks, insurers) and customers.
ENGLISH

Handbook Of Quantitative Sustainable Finance

~~168,97€~~ 152,07€ 10% OFF

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 Handbook of Quantitative Sustainable Finance is an edited collection concerning the integration of sustainability and climate risk considerations into mathematical and quantitative finance.
ENGLISH

Xva Analysis - Probabilistic, Risk Measure, And Machine Learning Issues

by Stephane (Universite D'Evry-Val-D'Essonne, Evry, France) Crepey

~~168,97€~~ 152,07€ 10% OFF

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 XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues offers readers an up-to-date and comprehensive exploration of the X-Value Adjustment (XVA) universe and of the embedded risk measure issues inherent within it.
ENGLISH

Quantitative Finance With Case Studies In Python - A Practical Guide To Investment Management, Trading And Financial Engineering

by Chris (Fidelity Investments. Usa) Kelliher

~~168,97€~~ 152,07€ 10% OFF

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 Quantitative Finance with Case Studies in Python: A Practical Guide to Investment Management, Trading and Financial Engineering bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portfolio management.
Risk Analysis In Finance And Insurance

by Alexander Melnikov

~~232,51€~~ 209,26€ 10% OFF

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 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 Finance And Insurance

by Alexander Melnikov

~~85,16€~~ 76,64€ 10% OFF

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 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.
ENGLISH

Equity Release Finance

by Enoch B. Quaye e Radu S. Tunaru

~~206,69€~~ 186,02€ 10% OFF

 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.
ENGLISH

Equity Release Finance

by Enoch B. Quaye e Radu S. Tunaru

~~206,69€~~ 186,02€ 10% OFF

 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.
ENGLISH

American-Style Derivatives - Valuation And Computation

by Jerome Detemple

90,09€ + 10% CARD

 Offers a treatment of option pricing with an emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and analyses the American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options.
ENGLISH

Engineering Bgm

by Alan Brace

94,06€ + 10% CARD

 Presents techniques that originate from practical problems and that address real requirements. This book introduces the standard lognormal flat BGM and then discusses shifted versions of BGM, including stochastic volatility version. It covers topics such as simulation, time slicing, pricing, delta hedging, vega hedging, and callable exotics.
ENGLISH

Credit Risk - Models, Derivatives, And Management

214,64€ + 10% CARD

 Illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. This volume focuses on the application of products in the financial services industry and the market of credit derivatives.
ENGLISH

Portfolio Optimization

by Michael J. Best

82,14€ + 10% CARD

 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 Markowitz "budget constraint only" model to a linearly constrained model. It explains
ENGLISH

Financial Modelling With Jump Processes

by Peter Tankov e Rama Cont

172,24€ + 10% CARD

 Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.
ENGLISH

Robust Libor Modelling And Pricing Of Derivative Products

by John Schoenmakers

78,16€ + 10% CARD

 Introduces the author's various approaches and their impact on Libor modelling and derivative pricing. This book discusses economically sensible parametrisations of the Libor market model, stability issues connected to direct least-squares calibration methods, European and Bermudan style exotics pricing, and lognormal approximations.
ENGLISH

Arbitrage And Rational Decisions

by Robert Nau

~~131,16€~~ 118,04€ 10% OFF

 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.
ENGLISH

Arbitrage And Rational Decisions

by Robert Nau

~~131,16€~~ 118,04€ 10% OFF

 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.
ENGLISH

Understanding Risk - The Theory And Practice Of Financial Risk Management

by David Murphy

145,74€ + 10% CARD

 Risk management combines considerable quantitative skills with practical and intuitive competencies. Presenting both mathematical aspects and practical skills, this book introduces the foundations of risk management and shows how these concepts are used to create practical risk management systems.
ENGLISH

Structured Credit Portfolio Analysis, Baskets And Cdos

by Christian Bluhm e Ludger Overbeck

94,06€ + 10% CARD

 Presents basic concepts of credit risk modeling. This book also presents advanced topics such as the modeling and evaluation of basket products, credit-linked notes referenced to credit portfolios, collateralized debt obligations, and index tranches.
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