Автор: Glasserman Название: Monte Carlo Methods in Financial Engineering ISBN: 0387004513 ISBN-13(EAN): 9780387004518 Издательство: Springer Рейтинг: 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: Matthew Franklin Название: Financial Cryptography ISBN: 3540663622 ISBN-13(EAN): 9783540663621 Издательство: Springer Рейтинг: Цена: 74530.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This text covers topics such as electronic commerce, anonymity control, fraud management, public-key certificates, steganography, content distribution, anonymity mechanisms, auctions and markets and distributed cryptography.
Автор: David Hillier,Mark Grinblatt Название: Financial Markets and Corporate Strategy 2 ed. ISBN: 0077129423 ISBN-13(EAN): 9780077129422 Издательство: McGraw-Hill Рейтинг: Цена: 70910.00 T Наличие на складе: Поставка под заказ. Описание: Financial Markets and Corporate Strategy
Автор: Jong, Frank De Rindi, Barbara Название: Microstructure of financial markets ISBN: 0521687276 ISBN-13(EAN): 9780521687270 Издательство: Cambridge Academ Рейтинг: 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.
Автор: Katz Название: Introduction to Modern Cryptography, Second Edition ISBN: 1466570261 ISBN-13(EAN): 9781466570269 Издательство: Taylor&Francis Рейтинг: Цена: 102070.00 T Наличие на складе: Нет в наличии. Описание:
Cryptography is ubiquitous and plays a key role in ensuring data secrecy and integrity as well as in securing computer systems more broadly. Introduction to Modern Cryptography provides a rigorous yet accessible treatment of this fascinating subject.
The authors introduce the core principles of modern cryptography, with an emphasis on formal definitions, clear assumptions, and rigorous proofs of security. The book begins by focusing on private-key cryptography, including an extensive treatment of private-key encryption, message authentication codes, and hash functions. The authors also present design principles for widely used stream ciphers and block ciphers including RC4, DES, and AES, plus provide provable constructions of stream ciphers and block ciphers from lower-level primitives. The second half of the book covers public-key cryptography, beginning with a self-contained introduction to the number theory needed to understand the RSA, Diffie-Hellman, and El Gamal cryptosystems (and others), followed by a thorough treatment of several standardized public-key encryption and digital signature schemes.
Integrating a more practical perspective without sacrificing rigor, this widely anticipated Second Edition offers improved treatment of:
Stream ciphers and block ciphers, including modes of operation and design principles
Authenticated encryption and secure communication sessions
Hash functions, including hash-function applications and design principles
Attacks on poorly implemented cryptography, including attacks on chained-CBC encryption, padding-oracle attacks, and timing attacks
The random-oracle model and its application to several standardized, widely used public-key encryption and signature schemes
Elliptic-curve cryptography and associated standards such as DSA/ECDSA and DHIES/ECIES
Containing updated exercises and worked examples, Introduction to Modern Cryptography, Second Edition can serve as a textbook for undergraduate- or graduate-level courses in cryptography, a valuable reference for researchers and practitioners, or a general introduction suitable for self-study.
Автор: Franke Название: Statistics of Financial Markets, 3 ed. ISBN: 3642165206 ISBN-13(EAN): 9783642165207 Издательство: Springer Рейтинг: Цена: 69830.00 T Наличие на складе: Поставка под заказ. Описание: Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation.Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. H?rdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4.“Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”
Автор: Lai, Tze Leung Xing, Haipeng Название: Statistical models and methods for financial markets ISBN: 1441926682 ISBN-13(EAN): 9781441926685 Издательство: Springer Рейтинг: Цена: 68900.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The authors here present statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. They provide basic statistical background as well as in-depth applications.
Автор: John C. Hull Название: Risk management and financial institutions, 4th ed ISBN: 1118955943 ISBN-13(EAN): 9781118955949 Издательство: Wiley Рейтинг: 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