Introduction to quantitative finance, Reitano, Robert R. (professor Of The Practice In Finance, Brandeis University)

Автор: McNeil Alexander J.
Название: Quantitative Risk Management
ISBN: 0691166277 ISBN-13(EAN): 9780691166278
Издательство: Wiley
Рейтинг:
Цена: 100320.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:

This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems.

Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives.

• Fully revised and expanded to reflect developments in the field since the financial crisis
• Features shorter chapters to facilitate teaching and learning
• Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing
• Includes a new chapter on market risk and new material on risk measures and risk aggregation

Автор: Shleifer, Andrei
Название: Inefficient Markets: An Introduction to Behavioural Finance
ISBN: 0198292287 ISBN-13(EAN): 9780198292289
Издательство: Oxford Academ
Рейтинг:
Цена: 158400.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: `The Efficient Markets Hypothesis` has been the central proposition of finance for nearly 30 years. This book presents an alternative view of financial markets: behavioural finance. Shleifer demonstrates the oversimplification of EMH both in the common assumption of perfect rationality and the failure of arbitrage to adjust prices correctly.

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.

Автор: Fusai
Название: Implementing Models in Quantitative Finance: Methods and Cases
ISBN: 3540223487 ISBN-13(EAN): 9783540223481
Издательство: Springer
Рейтинг:
Цена: 121110.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
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.

Автор: Blyth Stephen
Название: An Introduction to Quantitative Finance
ISBN: 0199666598 ISBN-13(EAN): 9780199666591
Издательство: Oxford Academ
Рейтинг:
Цена: 45400.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
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.

Автор: Bessis Joel
Название: Risk Management in Banking
ISBN: 1118660218 ISBN-13(EAN): 9781118660218
Издательство: Wiley
Рейтинг:
Цена: 44350.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The seminal guide to risk management, streamlined and updated Risk Management in Banking is a comprehensive reference for the risk management industry, covering all aspects of the field.

Автор: Nico van der Wijst
Название: Finance: A Quantitative Introduction
ISBN: 1107029228 ISBN-13(EAN): 9781107029224
Издательство: Cambridge Academ
Рейтинг:
Цена: 53850.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
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.

Автор: Ting Christopher Hian Ann
Название: Introduction To Quantitative Finance, An: A Three-Principle Approach
ISBN: 981470430X ISBN-13(EAN): 9789814704304
Издательство: World Scientific Publishing
Цена: 57030.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This Concise Textbook Provides A Unique Framework To Introduce Quantitative Finance To Advanced Undergraduate And Beginning Postgraduate Students. Inspired By Newton'S Three Laws Of Motion, Three Principles Of Quantitative Finance Are Proposed To Help Practitioners Also To Understand The Pricing Of Plain Vanilla Derivatives And Fixed Income Securities.The Book Provides A Refreshing Perspective On Box'S Thesis That "All Models Are Wrong, But Some Are Useful." Being Practice- And Market-Oriented, The Author Focuses On Financial Derivatives That Matter Most To Practitioners.The Three Principles Of Quantitative Finance Serve As Buoys For Navigating The Treacherous Waters Of Hypotheses, Models, And Gaps Between Theory And Practice. The Author Shows That A Risk-Based Parsimonious Model For Modeling The Shape Of The Yield Curve, The Arbitrage-Free Properties Of Options, The Black-Scholes And Binomial Pricing Models, Even The Capital Asset Pricing Model And The Modigliani-Miller Propositions Can Be Obtained Systematically By Applying The Normative Principles Of Quantitative Finance.

Автор: Guangxi Yu, Hao Ni, Jinsong Zheng, Xin Dong
Название: An introduction to machine learning in quantitative finance
ISBN: 1786349647 ISBN-13(EAN): 9781786349644
Издательство: World Scientific Publishing
Рейтинг:
Цена: 47520.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In today`s world, we are increasingly exposed to the words "machine learning" (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine language translation.

Автор: Guangxi Yu, Hao Ni, Jinsong Zheng, Xin Dong
Название: Introduction To Machine Learning In Quantitative Finance, An
ISBN: 1786349361 ISBN-13(EAN): 9781786349361
Издательство: World Scientific Publishing
Рейтинг:
Цена: 84480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In today`s world, we are increasingly exposed to the words "machine learning" (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine language translation.

Автор: Ross
Название: An Elementary Introduction to Mathematical Finance
ISBN: 0521192536 ISBN-13(EAN): 9780521192538
Издательство: Cambridge Academ
Рейтинг:
Цена: 61240.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. This third edition includes three new chapters, along with expanded sets of exercises and references for all the chapters.

Автор: Brealey Richard
Название: Principles of Corporate Finance 13 ed.
ISBN: 1260565556 ISBN-13(EAN): 9781260565553
Издательство: McGraw-Hill
Рейтинг:
Цена: 70910.00 T
Наличие на складе: Невозможна поставка.
Описание: Brealey, Principles of Corporate Finance, 13e, describes the theory and practice of corporate finance. We hardly need to explain why financial managers have to master the practical aspects of their job, but we should spell out why down-to-earth managers need to bother with theory. Throughout this book, we show how managers use financial theory to solve practical problems.

Much of this book is concerned with understanding what financial managers do and why. But we also say what financial managers should do to increase company value. Some of the biggest changes in this edition were prompted by the tax changes enacted in the U.S.

Tax Cuts and Jobs Act passed in December 2017. In the current edition, we have also continued to augment the international content as well as a number of chapters that have been thoroughly rewritten. For example, the material on agency issues in Chapter 12 has been substantially revised.

Chapter 13 on market efficiency and behavioral finance is now fresher and more up to date. Chapter 23 on credit risk focuses more on the practical issues of forecasting default probabilities.