Resultados de Pesquisa

INGLÊS

Gaussian Process Models For Quantitative Finance

de Jimmy Risk e Michael Ludkovski

~~67,58€~~ 60,82€ 10% IMEDIATO

portes grátis

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

Gaussian Process Models For Quantitative Finance

de Jimmy Risk e Michael Ludkovski

~~66,24€~~ 59,62€ 10% IMEDIATO

DISPONIBILIDADE IMEDIATA

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

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

de Alexandre Antonov, Michael Konikov e Michael Spector

60,82€ + 10% EM CARTÃO

portes grátis

 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.
INGLÊS

Introduction To Central Banking

de Alessio Fotia e Ulrich Bindseil

3,96€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

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

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

de Alexandre Antonov, Michael Konikov e Michael Spector

79,49€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Saddlepoint Approximation Methods In Financial Engineering

de Wendong Zheng e Yue Kuen Kwok

59,61€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Enlargement Of Filtration With Finance In View

de Anna Aksamit e Monique Jeanblanc

72,86€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Electricity Derivatives

de Rene Aid

93,41€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Interest Rate Modeling: Post-Crisis Challenges And Approaches

de Wolfgang Runggaldier e Zorana Grbac

72,86€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Leveraged Exchange-Traded Funds - Price Dynamics And Options Valuation

de Marco Santoli e Tim Leung

92,74€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Contagion! Systemic Risk In Financial Networks

de T. R. Hurd

86,11€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

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

Fourier-Malliavin Volatility Estimation - Theory And Practice

de Maria Cristina Recchioni, Maria Elvira Mancino e Simona Sanfelici

72,86€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Optimal Investment

de L. C. G. Rogers

79,49€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Interest Rate Modeling: Post-Crisis Challenges And Approaches

de Wolfgang Runggaldier e Zorana Grbac

58,12€ + 10% EM CARTÃO

portes grátis

 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.
INGLÊS

Leveraged Exchange-Traded Funds - Price Dynamics And Options Valuation

de Marco Santoli e Tim Leung

71,64€ + 10% EM CARTÃO

portes grátis

 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.
INGLÊS

Stochastic Optimization In Insurance - A Dynamic Programming Approach

de Nora Muler e Pablo Azcue

59,61€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

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

Modeling With Uml - Language, Concepts, Methods

de Bernhard Rumpe

87,86€ + 10% EM CARTÃO

portes grátis
INGLÊS

Introduction To Central Banking

de Alessio Fotia e Ulrich Bindseil

33,79€

portes grátis

ESGOTADO OU NÃO DISPONÍVEL

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

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