Recent applications of financial risk modelling and portfolio management,
Автор: Musiela Marek Название: Martingale Methods in Financial Modelling ISBN: 3540209662 ISBN-13(EAN): 9783540209669 Издательство: Springer Рейтинг: Цена: 78250.00 T Наличие на складе: Есть Описание: In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.
Автор: Bryan Christiansen, Mirjana ?imei??ija, Tihana i??krinjari? Название: Recent Applications of Financial Risk Modelling and Portfolio Management ISBN: 1799850838 ISBN-13(EAN): 9781799850830 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 174630.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Presents research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. The book explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods.
Автор: Pfaff Bernhard Название: Financial Risk Modelling and Portfolio Optimization with R ISBN: 1119119669 ISBN-13(EAN): 9781119119661 Издательство: Wiley Рейтинг: Цена: 74920.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R.
Автор: Guidolin, Massimo Название: Essentials of Time Series for Financial Applications ISBN: 0128134097 ISBN-13(EAN): 9780128134092 Издательство: Elsevier Science Рейтинг: Цена: 88690.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advancedchapters providediscussion sections that refer to more advanced textbooks or detailed proofs.
Автор: Staiger Roger Название: Foundations of Real Estate Financial Modelling ISBN: 1138046183 ISBN-13(EAN): 9781138046184 Издательство: Taylor&Francis Рейтинг: Цена: 76550.00 T Наличие на складе: Нет в наличии. Описание:
NAMED ONE OF THE BEST COMMERCIAL REAL ESTATE BOOKS BY THE MOTLEY FOOL
Foundations of Real Estate Financial Modelling, Second Edition is specifically designed to provide the scalable basis of pro forma modelling for real estate projects. The book introduces students and professionals to the basics of real estate finance theory prior to providing a step-by-step guide for financial real estate model construction using Excel. The book introduces an innovative new financial metric, P(Gain), which quantifies the probability of a Return of Capital and answers the most basic question for investing, "What is the probability I get my money back?".
This new second edition has been fully revised and expanded. The book is separated into three functional units: (1) Real Estate Valuation Basics, Theory and Skills, (2) Real Estate Pro Forma Modelling, (3) Real Estate Pro Forma (Enhancements). New and enhanced Chapters cover:
Interest rates
Amortization
Single- and multi-family unit
Development module
Rent roll module
Waterfall (equity bifurcation)
Hotel, retail/office and townhouse.
In addition, this new edition includes problem sets and solutions at the end of each chapter as well as case studies underpinning the chapter topics. Further chapters are dedicated to risk quantification and include scenario, stochastic and Monte Carlo simulations, equity waterfalls, and adding U.S. GAAP financial statements to existing real estate pro forma models.
This book is the ideal textbook for a Real Estate Finance class, providing the theoretical basis of real estate finance as well as valuable modelling skills for the workplace. This book provides individuals with a step-by-step instruction on how to construct a real estate financial model starting with a new spreadsheet. The resultant model is portable, scalable, and modular. A companion website provides the pro forma models to readers as a reference for their own constructed models.
Companion web material available at: https: //pgainllc.com/
Автор: Brooks Robert Название: Building Financial Risk Management Applications with C++ ISBN: 147835075X ISBN-13(EAN): 9781478350750 Издательство: Неизвестно Цена: 45970.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Evert J. Stokking; Giovanni Zambruno Название: Recent Research in Financial Modelling ISBN: 3790806838 ISBN-13(EAN): 9783790806830 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The papersrelated to the microstructure of capital markets provideevidence that the price dynamics of financial assets can on-ly be explained - and modelled - on the basis of a carefulexamination of the decision process which leads traders tointeract and fix the equilibrium prices.
Автор: Steland Название: Financial Statistics and Mathematical Finance: Methods, Models and Applications ISBN: 0470710586 ISBN-13(EAN): 9780470710586 Издательство: Wiley Рейтинг: Цена: 68110.00 T Наличие на складе: Поставка под заказ. Описание: *Provides an introduction to the basics of financial statistics and mathematical finance.
Автор: Steele, J.michael Название: Stochastic calculus and financial applications ISBN: 1441928626 ISBN-13(EAN): 9781441928627 Издательство: Springer Рейтинг: Цена: 69830.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book will appeal to practitioners and students who want an elementary introduction to these areas.From the reviews: "As the preface says, `This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract`.
Автор: Prakash Arun J., Ghosh Dilip K. Название: Financial, Commercial, and Mortgage Mathematics and Their Applications, Revised and Updated Edition ISBN: 1440830932 ISBN-13(EAN): 9781440830938 Издательство: Bloomsbury Цена: 84150.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Ideal for college students in intermediate finance courses, this book uniquely applies mathematical formulas to teach the underpinnings of financial and lending decisions, covering common applications in real estate, capital budgeting, and commercial loans.
Автор: Macdonald, Angus S. (heriot-watt University, Edinburgh) Richards, Stephen J. Currie, Iain D. (heriot-watt University, Edinburgh) Название: Modelling mortality with actuarial applications ISBN: 110704541X ISBN-13(EAN): 9781107045415 Издательство: Cambridge Academ Рейтинг: Цена: 70750.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Actuaries modelling mortality have, until now, mostly used methods based on aggregate data. This book explains to practitioners how to build and test models based on the individual person, with plenty of example R code. Students will also find it helpful in preparation for their professional examinations.
Автор: Andoh Samuel K. Название: Essentials of Money, Banking and Financial Institutions: With Applications to the Developing World ISBN: 0739189530 ISBN-13(EAN): 9780739189535 Издательство: Bloomsbury Рейтинг: Цена: 113850.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Essentials of Money, Banking and Financial Institutions builds on the essential concepts of money and banking and applies them in the context of developing countries. Frequent comparisons between developed and developing countries are made to enable students to make proper inferences about the efficacy of certain concepts.
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