Elements of Financial Mathematics: From Interest Theory to Options, Stefano Spezia

Автор: Satyajit Das
Название: Structured Products Volume 1: Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library), 3rd Edition Revised
ISBN: 0470821663 ISBN-13(EAN): 9780470821664
Издательство: Wiley
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Цена: 116160.00 T
Наличие на складе: Поставка под заказ.
Описание: Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivaves (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and currency markets (including non-generic swaps, basis (floating-to-floating) swaps, swaptions (options on interest rate swaps), callable bonds, CMT products, IAR products, interest rate and currency structured products.

Автор: Capi?ski
Название: Discrete Models of Financial Markets
ISBN: 0521175720 ISBN-13(EAN): 9780521175722
Издательство: Cambridge Academ
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Цена: 40130.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step manner and following a natural flow of thought. In this way the student learns how to tackle new problems.

Автор: Steland
Название: Financial Statistics and Mathematical Finance: Methods, Models and Applications
ISBN: 0470710586 ISBN-13(EAN): 9780470710586
Издательство: Wiley
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Цена: 68110.00 T
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Описание: *Provides an introduction to the basics of financial statistics and mathematical finance.

Автор: Tsay
Название: An Introduction to Analysis of Financial Data with R
ISBN: 0470890819 ISBN-13(EAN): 9780470890813
Издательство: Wiley
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Цена: 124550.00 T
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Описание: A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of financial data.

Автор: Fan, Jianqing (princeton University, New Jersey) Yao, Qiwei (london School Of Economics And Political Science)
Название: Elements of financial econometrics
ISBN: 1107191173 ISBN-13(EAN): 9781107191174
Издательство: Cambridge Academ
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Цена: 66530.00 T
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Описание: A compact, master`s-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.

Автор: Kaminsky Kenneth
Название: Financial Literacy: Introduction to the Mathematics of Interest, Annuities, and Insurance
ISBN: 076185309X ISBN-13(EAN): 9780761853091
Издательство: Неизвестно
Цена: 110340.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Requiring only a background in high school algebra, this book uses an innovative approach to make today`s college student literate in such financial matters as loans, pensions, and insurance. Included are hundreds of examples and solved problems, as well as several hundred exercises backed up by a solutions manual.

Автор: Dmitrii S. Silvestrov
Название: American-Type Options: Stochastic Approximation Methods, Volume 2
ISBN: 3110329689 ISBN-13(EAN): 9783110329681
Издательство: Walter de Gruyter
Цена: 173490.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The volume presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies.

Автор: Tretyakov M V
Название: Introductory Course on Financial Mathematics
ISBN: 1908977388 ISBN-13(EAN): 9781908977380
Издательство: World Scientific Publishing
Цена: 50690.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is an elementary introduction to the basic concepts of financial mathematics with a central focus on discrete models and an aim to demonstrate simple, but widely used, financial derivatives for managing market risks. Only a basic knowledge of probability, real analysis, ordinary differential equations, linear algebra and some common sense are required to understand the concepts considered in this book.Financial mathematics is an application of advanced mathematical and statistical methods to financial management and markets, with a main objective of quantifying and hedging risks. Since the book aims to present the basics of financial mathematics to the reader, only essential elements of probability and stochastic analysis are given to explain ideas concerning derivative pricing and hedging. To keep the reader intrigued and motivated, the book has a 'sandwich' structure: probability and stochastics are given in situ where mathematics can be readily illustrated by application to finance.The first part of the book introduces one of the main principles in finance -- 'no arbitrage pricing'. It also introduces main financial instruments such as forward and futures contracts, bonds and swaps, and options. The second part deals with pricing and hedging of European- and American-type options in the discrete-time setting. In addition, the concept of complete and incomplete markets is discussed. Elementary probability is briefly revised and discrete-time discrete-space stochastic processes used in financial modelling are considered. The third part introduces the Wiener process, Ito integrals and stochastic differential equations, but its main focus is the famous Black-Scholes formula for pricing European options. Some guidance for further study within this exciting and rapidly changing field is given in the concluding chapter. There are approximately 100 exercises interspersed throughout the book, and solutions for most problems are provided in the appendices.

Автор: Lee, Cheng-Few, Chen, Hong-Yi, Lee, John
Название: Financial Econometrics, Mathematics and Statistics
ISBN: 1493994271 ISBN-13(EAN): 9781493994274
Издательство: Springer
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Цена: 167700.00 T
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Описание: This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research.