Financial Engineering, Charles Errington

Автор: Glasserman
Название: Monte Carlo Methods in Financial Engineering
ISBN: 0387004513 ISBN-13(EAN): 9780387004518
Издательство: Springer
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Цена: 74530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."

Автор: Constantin Zopounidis; Michael Doumpos; Panos Pard
Название: Handbook of Financial Engineering
ISBN: 1441945733 ISBN-13(EAN): 9781441945730
Издательство: Springer
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Цена: 181670.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This comprehensive edited volume discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems.

Автор: Robert Kosowski
Название: Principles of Financial Engineering,
ISBN: 0123869684 ISBN-13(EAN): 9780123869685
Издательство: Elsevier Science
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Цена: 153190.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Principles of Financial Engineering, Third Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. A solutions manual enhances the text by presenting additional cases and solutions to exercises. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs.

Автор: Rupak Chatterjee
Название: Practical Methods of Financial Engineering and Risk Management
ISBN: 1430261331 ISBN-13(EAN): 9781430261339
Издательство: Springer
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Цена: 51230.00 T
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Описание:

Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike. Events from the collapse of Lehman Brothers to the Greek sovereign debt crisis demonstrate the urgent and abiding need for statistical tools adequate to measure and anticipate the amplitude of potential swings in the financial markets--from ordinary stock price and interest rate moves, to defaults, to those increasingly frequent "rare events" fashionably called black swan events. Yet many on Wall Street continue to rely on standard models based on artificially simplified assumptions that can lead to systematic (and sometimes catastrophic) underestimation of real risks.

In Practical Methods of Financial Engineering and Risk Management, Dr. Rupak Chatterjee-- former director of the multi-asset quantitative research group at Citi--introduces finance professionals and advanced students to the latest concepts, tools, valuation techniques, and analytic measures being deployed by the more discerning and responsive Wall Street practitioners, on all operational scales from day trading to institutional strategy, to model and analyze more faithfully the real behavior and risk exposure of financial markets in the cold light of the post-2008 realities. Until one masters this modern skill set, one cannot allocate risk capital properly, price and hedge derivative securities realistically, or risk-manage positions from the multiple perspectives of market risk, credit risk, counterparty risk, and systemic risk.

The book assumes a working knowledge of calculus, statistics, and Excel, but it teaches techniques from statistical analysis, probability, and stochastic processes sufficient to enable the reader to calibrate probability distributions and create the simulations that are used on Wall Street to valuate various financial instruments correctly, model the risk dimensions of trading strategies, and perform the numerically intensive analysis of risk measures required by various regulatory agencies.

Автор: John C. Hull
Название: Risk management and financial institutions, 4th ed
ISBN: 1118955943 ISBN-13(EAN): 9781118955949
Издательство: Wiley
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Цена: 105600.00 T
Наличие на складе: Невозможна поставка.
Описание: All Finance Professionals Need to Understand Risk Companies must take risks to survive and prosper, but deciding which risks are acceptable, which are not, and what action to take is the tricky part. To be successful, all finance professionals need a solid understanding of risk. Risk Management and Financial Institutions, written by one of the most respected authorities on financial risk management, is thorough, textbook–level instruction for all finance professionals, on all aspects of financial risk. Fully revised and updated, this top–selling book clarifies such complex topics as the diff erent types of financial institutions and how they are regulated, valuation and scenario analysis, credit risk, margin and collateral, volatility, and much more. You?ll find new coverage of timely subjects, such as central clearing, scenario analysis, enterprise risk management, and the latest regulatory issues and gain access to a supplementary website with additional software and helpful learning aids.try." JOURNAL OF MOLECULAR GRAPHICS AND MODELLING "One cannot generally do better than to try to find an appropriate article in the highly successful Reviews in Computational Chemistry. The basic philosophy of the editors seems to be to help the authors produce chapters that are complete, accurate, clear, and accessible to experimentalists (in particular) and other nonspecialists (in general)." JOURNAL OF THE AMERICAN CHEMICAL SOCIETY  find indispensable.ny ways to invest in residential income property Considerations for foreclosures, REOs, and probate sales What you need to know about property inspections and closings Advice on setting rental policies and finding trustworthy tenants The lowdown on recordkeeping, accounting, and taxes Ways to increase a property?s return Ten insider?s steps to real estate investing success , over 255 papers; and given more than 160 conference presentations.aluation.Olofsson is the author of Probability, Statistics, and Stochastic Processes, Second Edition, also published by Wiley.  ned to be used every day in the fast–paced veterinary setting Includes dosages for a wide range of species, including dogs, cats, exotic animals, and farm animals Provides a must–have reference for veterinarians and veterinary students se pathways can be individually assessed and compared to one another. The book describes both the strengths and limitations of the current molecular and atomistic modelling toolkit so that the professional interested in using these techniques can determine whether or not a given tool is appropriate for simulating the corrosion phenomenon at hand. The book also can serve as a reference for researchers seeking to build new research programs that will extend the current molecular modelling toolkit into exciting new directions. Molecular Modeling of Corrosion Processes features: Recent examples of applications of molecular modeling to corrosion phenomena throughout the text An introduction to mechanisms and models in corrosion science and engineering Methods such as kinetic Monte Carlo simulation, thermodynamic analysis, simulation of adsorption phenomena, statistical mechanics, and conventional transition state theory Presents current challenges and likely developments in this field for the future Various recent examples of applications of molecular modeling to corrosion phenomena are provided throughout the text. Some of these applications include the molecular dynamics of interfaces, dissolution mechanisms and dealloying, interrogating surface chemistry, properties of passive films, localized corrosion, the metal/metal oxide interface, hydrogen embrittlement, stress corrosion cracking, the modeling of corrosion inhibitors, and computational materials discovery. Christopher Taylor Ph.D. is a Senior Researcher in the Research and Innovation Group at DNV GL, and an Associate Research Professor in the Fontana Corrosion Center of The Ohio Stat

Автор: David Hillier,Mark Grinblatt
Название: Financial Markets and Corporate Strategy 2 ed.
ISBN: 0077129423 ISBN-13(EAN): 9780077129422
Издательство: McGraw-Hill
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Цена: 70910.00 T
Наличие на складе: Поставка под заказ.
Описание: Financial Markets and Corporate Strategy

Название: Financial Calculus
ISBN: 0521552893 ISBN-13(EAN): 9780521552899
Издательство: Cambridge Academ
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Цена: 82370.00 T
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Описание: Here is a rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. An essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.

Автор: Jong, Frank De Rindi, Barbara
Название: Microstructure of financial markets
ISBN: 0521687276 ISBN-13(EAN): 9780521687270
Издательство: Cambridge Academ
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Цена: 40130.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.