Financial Modelling and Asset Valuation with Excel, Helb?k, Morten
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: 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: Anthony Brabazon; Michael O`Neill Название: Biologically Inspired Algorithms for Financial Modelling ISBN: 3642065732 ISBN-13(EAN): 9783642065736 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Predicting the future for financial gain is a difficult, sometimes profitable activity. The focus of this book is the application of biologically inspired algorithms (BIAs) to financial modelling.
In a detailed introduction, the authors explain computer trading on financial markets and the difficulties faced in financial market modelling. Then Part I provides a thorough guide to the various bioinspired methodologies neural networks, evolutionary computing (particularly genetic algorithms and grammatical evolution), particle swarm and ant colony optimization, and immune systems. Part II brings the reader through the development of market trading systems. Finally, Part III examines real-world case studies where BIA methodologies are employed to construct trading systems in equity and foreign exchange markets, and for the prediction of corporate bond ratings and corporate failures.
The book was written for those in the finance community who want to apply BIAs in financial modelling, and for computer scientists who want an introduction to this growing application domain."
Автор: Cont, Tankov Название: Financial modelling with jump processes ISBN: 1584884134 ISBN-13(EAN): 9781584884132 Издательство: Taylor&Francis Рейтинг: Цена: 117390.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.
Автор: Degiannakis Stavros Название: Modelling and Forecasting High Frequency Financial Data ISBN: 1137396482 ISBN-13(EAN): 9781137396488 Издательство: Springer Рейтинг: Цена: 74530.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is an accessible practitioners guide to the most cutting-edge models used in high-frequency finance modelling, providing advanced techniques and tools for understanding market microstructure and more generally for analyzing financial markets using recent HF data.
Автор: Emmanuel Haven and Philip Molyneux Название: The Handbook of Post Crisis Financial Modelling ISBN: 1137494484 ISBN-13(EAN): 9781137494481 Издательство: Springer Рейтинг: Цена: 83850.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The 2008 financial crisis was a watershed moment which clearly influenced the public`s perception of the role of `finance` in society. This is the first comprehensive handbook to look at financial modelling post crisis from the legal/historical; empirical modelling; stochastic; and non-stochastic modelling perspectives.
Автор: Nuryanah Название: Corporate Governance and Financial Management ISBN: 1137435607 ISBN-13(EAN): 9781137435606 Издательство: Springer Рейтинг: Цена: 102480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book integrates corporate governance, corporate finance and accounting to formulate sound financial management strategies. It offers practical steps for managers using an integrated optimisation financial model to achieve good corporate governance practices which lead to lower risks and higher firm value.
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: Schone, Max Название: Real options valuation ISBN: 3658074922 ISBN-13(EAN): 9783658074920 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The Author shows that modelling the uncertain cash flow dynamics of an investment project deserves careful attention in real options valuation. The valuation results suggest that stochastic process choice can have substantial implications for valuation results and optimal investment rules.
Автор: Roberto Dieci; Xue-Zhong He; Cars Hommes Название: Nonlinear Economic Dynamics and Financial Modelling ISBN: 3319074695 ISBN-13(EAN): 9783319074696 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Nonlinear Economic Dynamics and Financial Modelling
Автор: Helb?k, Morten Название: Financial Modelling and Asset Valuation with Excel ISBN: 0415630584 ISBN-13(EAN): 9780415630580 Издательство: Taylor&Francis Рейтинг: Цена: 91860.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
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