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Quantitative Finance, Orhan Petric


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Цена: 271690.00T
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Автор: Orhan Petric
Название:  Quantitative Finance
ISBN: 9781681179667
Издательство: Gazelle Book Services
Классификация:
ISBN-10: 1681179660
Обложка/Формат: Hardback
Страницы: 416
Вес: 0.87 кг.
Дата издания: 01.01.2018
Серия: Mathematics
Язык: English
Размер: 230 x 155
Ключевые слова: Mathematics
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Поставляется из: Англии
Описание: Quantitative finance, also known as mathematical finance, is a field of applied mathematics, concerned with financial markets. Generally, mathematical finance will derive and extend the mathematical or numerical models without necessarily establishing a link to financial theory, taking observed market prices as input. Mathematical consistency is required, not compatibility with economic theory. In particular mathematical finance has been ranked, without a doubt, as the first among many and quants, as mathematicians are known in the industry, have been blamed for developing and using esoteric models which are believed to have caused the deepening of the financial crisis. As in many fields of science, mathematics plays a relevant role in finance. The basis of financial theory is an analysis of actions of economic agents on an effective use of resources under uncertainty, and as a complex procedure, it makes necessary the use of advanced methods of mathematical modeling, the application of which has a direct and considerable impact on the financial world. This Book Quantitative Finance presents perspective on how the development of finance theory has influenced and in turn been influenced by the development of mathematical finance theory. It evaluates the importance of using mathematical modeling tools in finance and discussion of its positive and negative influence on financial markets. The use of such methods in finance might take different directions regarding various aspects of financial market types, each of which might involve sophisticated analytical and numerical techniques. Therefore, with enormous fluctuations occurring frequently in the financial markets the demand for better forecasting and decision-making methods is increasing. Since organizations responsible for producing economic and financial forecasts have a huge amount of information to process and a growing variety of techniques. So, financial practitioners must not only heavily rely on them, but on their intuition and judgment. Only the proper use of mathematical models in finance with consideration of all accurate financial data, trends of financial markets, and useful variables of a system might bring a good understanding of dynamic markets and assist practitioners to make financial projections and decisions adequately.

Research Design: Qualitative, Quantitative, and Mixed Methods Approaches, 5 ed.

Автор: Creswell, John W. Creswell, J. David
Название: Research Design: Qualitative, Quantitative, and Mixed Methods Approaches, 5 ed.
ISBN: 1506386768 ISBN-13(EAN): 9781506386768
Издательство: Sage Publications
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Цена: 116790.00 T
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Описание: The bestseller that pioneered the comparison of qualitative, quantitative, and mixed methods research design continues in its Fifth Edition to help students and researchers prepare their plan or proposal for a scholarly journal article, dissertation or thesis.

Stochastic Calculus for Finance I

Автор: Shreve
Название: Stochastic Calculus for Finance I
ISBN: 0387401008 ISBN-13(EAN): 9780387401003
Издательство: Springer
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Цена: 55890.00 T
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Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;

Professional English in Use Finance Book with answers

Автор: Ian MacKenzie
Название: Professional English in Use Finance Book with answers
ISBN: 0521616271 ISBN-13(EAN): 9780521616270
Издательство: Cambridge University Press
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Цена: 49610.00 T
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Описание: Professional English in Use Finance is the latest exciting addition to the bestselling English Vocabulary in Use titles.

Finance: A Quantitative Introduction

Автор: Nico van der Wijst
Название: Finance: A Quantitative Introduction
ISBN: 1107029228 ISBN-13(EAN): 9781107029224
Издательство: Cambridge Academ
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Цена: 53850.00 T
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Описание: By providing a solid theoretical basis in finance this textbook introduces modern finance to readers, with emphasis on investments in real assets and the real options attached to them, including students in science and technology, who have a good foundation in quantitative skills.

Quantitative Finance

Автор: Matt Davison
Название: Quantitative Finance
ISBN: 143987168X ISBN-13(EAN): 9781439871683
Издательство: Taylor&Francis
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Цена: 91860.00 T
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Описание:

Teach Your Students How to Become Successful Working Quants

Quantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration. The text not only enables students to practice with the basic techniques of financial mathematics, but it also helps them gain significant intuition about what the techniques mean, how they work, and what happens when they stop working.

After introducing risk, return, decision making under uncertainty, and traditional discounted cash flow project analysis, the book covers mortgages, bonds, and annuities using a blend of Excel simulation and difference equation or algebraic formalism. It then looks at how interest rate markets work and how to model bond prices before addressing mean variance portfolio optimization, the capital asset pricing model, options, and value at risk (VaR). The author next focuses on binomial model tools for pricing options and the analysis of discrete random walks. He also introduces stochastic calculus in a nonrigorous way and explains how to simulate geometric Brownian motion. The text proceeds to thoroughly discuss options pricing, mostly in continuous time. It concludes with chapters on stochastic models of the yield curve and incomplete markets using simple discrete models.

Accessible to students with a relatively modest level of mathematical background, this book will guide your students in becoming successful quants. It uses both hand calculations and Excel spreadsheets to analyze plenty of examples from simple bond portfolios. The spreadsheets are available on the book's CRC Press web page.


Quantitative Finance For Dummies

Автор: Steve Bell DPhil
Название: Quantitative Finance For Dummies
ISBN: 1118769465 ISBN-13(EAN): 9781118769461
Издательство: Wiley
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Цена: 24280.00 T
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Описание:

An accessible introduction to quantitative finance by the numbers--for students, professionals, and personal investors

The world of quantitative finance is complex, and sometimes even high-level financial experts have difficulty grasping it. Quantitative Finance For Dummies offers plain-English guidance on making sense of applying mathematics to investing decisions. With this complete guide, you'll gain a solid understanding of futures, options and risk, and become familiar with the most popular equations, methods, formulas, and models (such as the Black-Scholes model) that are applied in quantitative finance.

Also known as mathematical finance, quantitative finance is about applying mathematics and probability to financial markets, and involves using mathematical models to help make investing decisions. It's a highly technical discipline--but almost all investment companies and hedge funds use quantitative methods.

The book breaks down the subject of quantitative finance into easily digestible parts, making it approachable for personal investors, finance students, and professionals working in the financial sector -especially in banking or hedge funds who are interested in what their quant (quantitative finance professional) colleagues are up to. This user-friendly guide will help you even if you have no previous experience of quantitative finance or even of the world of finance itself.

With the help of Quantitative Finance For Dummies, you'll learn the mathematical skills necessary for success with quantitative finance and tips for enhancing your career in quantitative finance.

Get your own copy of this handy reference guide and discover:

    An easy-to-follow introduction to the complex world of quantitative finance

    The core models, formulas, and methods used in quantitative finance

    Exercises to help augment your understanding of QF

    How QF methods are used to define the current market value of a derivative security

    Real-world examples that relate quantitative finance to your day-to-day job

    Mathematics necessary for success in investment and quantitative finance

    Portfolio and risk management applications

    Basic derivatives pricing

Whether you're an aspiring quant, a top-tier personal investor, or a student, Quantitative Finance For Dummies is your go-to guide for coming to grips with QF/risk management.


Paul Wilmott Introduces Quantitative Finance

Автор: Paul Wilmott
Название: Paul Wilmott Introduces Quantitative Finance
ISBN: 0471498629 ISBN-13(EAN): 9780471498629
Издательство: Wiley
Цена: 36950.00 T
Наличие на складе: Поставка под заказ.
Описание: In this student edition the author gives a comprehensive introduction to theory and practice of financial engineering in a manner designed to be accessible to students and those who are new to the financial markets. It is presented in a unique and accessible style with illustrations, graphs and side-bars with explanations working through the maths. The author's style from his previous book of providing the reader with answers to the problems has been maintained throughout this expanded work.

A Gentle Introduction to Effective Computing in Quantitative Research: What Every Research Assistant Should Know

Автор: Paarsch Harry J., Golyaev Konstantin
Название: A Gentle Introduction to Effective Computing in Quantitative Research: What Every Research Assistant Should Know
ISBN: 0262034115 ISBN-13(EAN): 9780262034111
Издательство: MIT Press
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Цена: 56430.00 T
Наличие на складе: Нет в наличии.
Описание:

A practical guide to using modern software effectively in quantitative research in the social and natural sciences.

This book offers a practical guide to the computational methods at the heart of most modern quantitative research. It will be essential reading for research assistants needing hands-on experience; students entering PhD programs in business, economics, and other social or natural sciences; and those seeking quantitative jobs in industry. No background in computer science is assumed; a learner need only have a computer with access to the Internet. Using the example as its principal pedagogical device, the book offers tried-and-true prototypes that illustrate many important computational tasks required in quantitative research. The best way to use the book is to read it at the computer keyboard and learn by doing.

The book begins by introducing basic skills: how to use the operating system, how to organize data, and how to complete simple programming tasks. For its demonstrations, the book uses a UNIX-based operating system and a set of free software tools: the scripting language Python for programming tasks; the database management system SQLite; and the freely available R for statistical computing and graphics. The book goes on to describe particular tasks: analyzing data, implementing commonly used numerical and simulation methods, and creating extensions to Python to reduce cycle time. Finally, the book describes the use of LaTeX, a document markup language and preparation system.


Principles of External Auditing

Автор: Porter Brenda
Название: Principles of External Auditing
ISBN: 0470974451 ISBN-13(EAN): 9780470974452
Издательство: Wiley
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Цена: 62250.00 T
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Описание: Principles of External Auditing has become established as one of the leading textbooks for students studying auditing. Striking a careful balance between theory and practice, the book describes and explains, in non-technical language, the nature of the audit function and the principles of the audit process.

Implementing Models in Quantitative Finance: Methods and Cases

Автор: Fusai
Название: Implementing Models in Quantitative Finance: Methods and Cases
ISBN: 3540223487 ISBN-13(EAN): 9783540223481
Издательство: Springer
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Цена: 121110.00 T
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Описание: This book puts numerical methods in action for the purpose of solving practical problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, Laplace transforms and quadrature methods. Part two proposes eighteen self-contained cases covering model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and calibration. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives. Each case introduces a problem, develops a detailed solution and illustrates empirical results. Proposed algorithms are implemented using either Matlab or Visual Basic. The book originates from class notes and case-studies developed within courses on Numerical Methods for Finance and Exotic Derivatives held by the authors at Bocconi University since the year 2000.

An Introduction to Quantitative Finance

Автор: Blyth Stephen
Название: An Introduction to Quantitative Finance
ISBN: 0199666598 ISBN-13(EAN): 9780199666591
Издательство: Oxford Academ
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Цена: 48040.00 T
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Описание: The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.

Introductory Econometrics for Finance

Автор: Brooks
Название: Introductory Econometrics for Finance
ISBN: 1107661455 ISBN-13(EAN): 9781107661455
Издательство: Cambridge Academ
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Цена: 52790.00 T
Наличие на складе: Поставка под заказ.
Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.


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